Moments of polynomial processes under affine resetting
Abstract
We consider polynomial processes, i.e., continuous-time Markov processes that preserve polynomials without increasing degree, and augment them with resetting. Resetting means that at the jump times of an indepen- dent renewal process, the polynomial process is instantaneously reset to a new state, which can be chosen deterministically, randomly or in state-dependent fashion. We show that under certain types of resets ('affine resetting') the moments of the resulting process remain tractable and can be calculated by matrix exponentials (for Poissonian reset times) or by a matrix renewal equa- tion (for more general reset times). Our framework encompasses many models that have been considered in the existing literature, such as growth-collapse processes with deterministic growth or with Lévy inflow, and Brownian motion with resets to the origin, to a fixed distribution or by multiplying by a fixed proportion.
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BibTeX
@misc{assefa2026moments,
title = {{Moments of polynomial processes under affine resetting}},
author = {Johannes Assefa and Martin Keller-Ressel and Zbigniew Palmowski},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.01363},
eprint = {2610.01363},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.01363},
}
RIS
TY - UNPB
TI - Moments of polynomial processes under affine resetting
AU - Johannes Assefa
AU - Martin Keller-Ressel
AU - Zbigniew Palmowski
PY - 2026
DA - 2026/10/01
PB - arXiv
DO - 10.48550/arxiv.2610.01363
UR - https://arxiv.org/abs/2610.01363
AB - We consider polynomial processes, i.e., continuous-time Markov processes that preserve polynomials without increasing degree, and augment them with resetting. Resetting means that at the jump times of an indepen- dent renewal process, the polynomial process is instantaneously reset to a new state, which can be chosen deterministically, randomly or in state-dependent fashion. We show that under certain types of resets ('affine resetting') the moments of the resulting process remain tractable and can be calculated by matrix exponentials (for Poissonian reset times) or by a matrix renewal equa- tion (for more general reset times). Our framework encompasses many models that have been considered in the existing literature, such as growth-collapse processes with deterministic growth or with Lévy inflow, and Brownian motion with resets to the origin, to a fixed distribution or by multiplying by a fixed proportion.
ER -