Spectral Duality and Reset-Neutral Distributions in Random Walks with Multi-Site Geometric Resetting
Abstract
We study the gambler's ruin problem for a biased random walk on {0,1,…,a} under multi-site geometric resetting: at each step the walker is reset with probability γ∈(0,1) to a position drawn from a distribution π over m interior sites. Using renewal theory, we derive a closed-form expression for the ruin probability, showing that the whole effect of π is encoded in a single scalar, the coupling constant C(π,γ). A spectral analysis via the Doob symmetrization reveals its structure. Our central result is a general criterion, valid for any absorbed Markov chain with a spectral decomposition, for the existence of a reset-neutral distribution π* with C(π*,γ) independent of γ. The criterion is a spectral duality condition: an involution σ on the reset sites and mode-independent weights κ with Bν(z)=κ(z)Aν(σ(z)) for all modes ν, and a common pair product κ(z)κ(σ(z))=K. The invariant value is then C*=1/(1+√K). For the biased random walk the condition is equivalent to the geometric symmetry zi+zi'=a, and C* is the classical ruin probability from the midpoint, for any domain size, number of reset sites, bias and resetting rate. Since the duality holds step by step in time, the critical distributions are reset-neutral for every resetting mechanism independent of the walk under which absorption is almost sure. Algebraic and Monte Carlo verifications confirm the theory to machine and statistical precision, and numerical illustrations reveal a phase-like structure in the space of reset distributions, with π* acting as a separatrix between monotone regimes.
Related
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BibTeX
@misc{coso2026spectral,
title = {{Spectral Duality and Reset-Neutral Distributions in Random Walks with Multi-Site Geometric Resetting}},
author = {Juan Antonio Vega Coso},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2605.00657},
eprint = {2605.00657},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2605.00657},
}
RIS
TY - UNPB
TI - Spectral Duality and Reset-Neutral Distributions in Random Walks with Multi-Site Geometric Resetting
AU - Juan Antonio Vega Coso
PY - 2026
DA - 2026/10/07
PB - arXiv
DO - 10.48550/arxiv.2605.00657
UR - https://arxiv.org/abs/2605.00657
AB - We study the gambler's ruin problem for a biased random walk on {0,1,…,a} under multi-site geometric resetting: at each step the walker is reset with probability γ∈(0,1) to a position drawn from a distribution π over m interior sites. Using renewal theory, we derive a closed-form expression for the ruin probability, showing that the whole effect of π is encoded in a single scalar, the coupling constant C(π,γ). A spectral analysis via the Doob symmetrization reveals its structure. Our central result is a general criterion, valid for any absorbed Markov chain with a spectral decomposition, for the existence of a reset-neutral distribution π^* with C(π^*,γ) independent of γ. The criterion is a spectral duality condition: an involution σ on the reset sites and mode-independent weights κ with B_ν(z)=κ(z)A_ν(σ(z)) for all modes ν, and a common pair product κ(z)κ(σ(z))=K. The invariant value is then C^*=1/(1+√K). For the biased random walk the condition is equivalent to the geometric symmetry z_i+z_i'=a, and C^* is the classical ruin probability from the midpoint, for any domain size, number of reset sites, bias and resetting rate. Since the duality holds step by step in time, the critical distributions are reset-neutral for every resetting mechanism independent of the walk under which absorption is almost sure. Algebraic and Monte Carlo verifications confirm the theory to machine and statistical precision, and numerical illustrations reveal a phase-like structure in the space of reset distributions, with π^* acting as a separatrix between monotone regimes.
ER -