Sluggish random walks with resetting: nonequilibrium aspects
Abstract
We derive exact analytical expressions for the fixed-time probability distribution and the Laplace transform of the distribution of the first-passage time to reach a target for a sluggish random walk in one dimension subject to two different types of stochastic resetting: stochastic resetting at random Poisson-distributed times, and resetting implemented whenever a position threshold is reached. The optimal resetting rate that minimises the mean first-passage time is obtained as a function of the sluggishness parameter, while under threshold resetting the mean first-passage time to the origin is found to increase monotonically with the threshold. We also characterise the occupation-time statistics, retrieving a Lamperti-type distribution under free dynamics and under Poissonian resetting at rate for short observation times, a Gaussian distribution centred at half for long observation times, and a distinct deterministic limit under threshold resetting. To further characterise nonequilibrium aspects of resetting, we evaluate the distribution and mean of the cost incurred per reset under Poissonian resetting, and the cost rate under threshold resetting, for different (linear, power-law, exponential) cost functions, and find the same critical behaviour of the cost rate in the limits of a vanishing resetting rate and an infinite threshold, respectively. Numerical simulations validate with excellent accuracy our analytical formulae.
Related
- Extremal and global-time statistics of sluggish random walks with stochastic resetting
- Recurrence and transience of random walks with drift ρxα/tβ
- Shape theorem for excited random walks on the integer lattice
- Universal Cumulants and Conformal Invariance in Annihilating Random Walks with Pair Deposition
- Recovery Random Walks for Extreme Events on Complex Networks
BibTeX
@misc{frimpong2026sluggish,
title = {{Sluggish random walks with resetting: nonequilibrium aspects}},
author = {Theophilus Dwamena Frimpong and Léa Bresque and Edgar Roldán},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.21962},
eprint = {2610.21962},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.21962},
}
RIS
TY - UNPB
TI - Sluggish random walks with resetting: nonequilibrium aspects
AU - Theophilus Dwamena Frimpong
AU - Léa Bresque
AU - Edgar Roldán
PY - 2026
DA - 2026/10/15
PB - arXiv
DO - 10.48550/arxiv.2610.21962
UR - https://arxiv.org/abs/2610.21962
AB - We derive exact analytical expressions for the fixed-time probability distribution and the Laplace transform of the distribution of the first-passage time to reach a target for a sluggish random walk in one dimension subject to two different types of stochastic resetting: stochastic resetting at random Poisson-distributed times, and resetting implemented whenever a position threshold is reached. The optimal resetting rate that minimises the mean first-passage time is obtained as a function of the sluggishness parameter, while under threshold resetting the mean first-passage time to the origin is found to increase monotonically with the threshold. We also characterise the occupation-time statistics, retrieving a Lamperti-type distribution under free dynamics and under Poissonian resetting at rate for short observation times, a Gaussian distribution centred at half for long observation times, and a distinct deterministic limit under threshold resetting. To further characterise nonequilibrium aspects of resetting, we evaluate the distribution and mean of the cost incurred per reset under Poissonian resetting, and the cost rate under threshold resetting, for different (linear, power-law, exponential) cost functions, and find the same critical behaviour of the cost rate in the limits of a vanishing resetting rate and an infinite threshold, respectively. Numerical simulations validate with excellent accuracy our analytical formulae.
ER -