Statistical properties of stochastic functionals under general resetting

We derive the characteristic function of stochastic functionals of a random walk whose position is reset to the origin at random times drawn from a general probability distribution. We analyze the long-time behavior and obtain the temporal scaling of the first two moments of any stochastic functional of the random walk when the resetting time distribution exhibits a power-law tail. When the resetting times probability density function has finite moments, the probability density of any functional converges to a delta function centered at its mean, indicating an ergodic phase. We explicitly examine the case of the half-occupation time and derive the ergodicity breaking parameter, the first two moments, and the limiting distribution when the resetting time distribution follows a power-law tail, for both Brownian and subdiffusive random walks. We characterize the three different shapes of the limiting distribution as a function of the exponent of the resetting distribution. Our theoretical findings are supported by Monte Carlo simulations, which show excellent agreement with the analytical results.

Authors

Institutions

Publication Details

Journal
Physical review. E
Published
2025-10-14
DOI
https://doi.org/10.1103/pcm7-bw2y
Citations
1
Primary Topic
Diffusion and Search Dynamics
Type
article
Field-Weighted Citation Impact
0.81
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Statistical properties of stochastic functionals under general resetting

Vicenç Méndez, Rosa Flaquer-Galmés
1 citations
Physical review. E
Diffusion and Search Dynamics
0.81
article

Statistical properties of stochastic functionals under general resetting

Vicenç Méndez, Rosa Flaquer-Galmés
article en
1 citations

Abstract

We derive the characteristic function of stochastic functionals of a random walk whose position is reset to the origin at random times drawn from a general probability distribution. We analyze the long-time behavior and obtain the temporal scaling of the first two moments of any stochastic functional of the random walk when the resetting time distribution exhibits a power-law tail. When the resetting times probability density function has finite moments, the probability density of any functional converges to a delta function centered at its mean, indicating an ergodic phase. We explicitly examine the case of the half-occupation time and derive the ergodicity breaking parameter, the first two moments, and the limiting distribution when the resetting time distribution follows a power-law tail, for both Brownian and subdiffusive random walks. We characterize the three different shapes of the limiting distribution as a function of the exponent of the resetting distribution. Our theoretical findings are supported by Monte Carlo simulations, which show excellent agreement with the analytical results.

Physical review. EVol. 112(4)
Universitat Autònoma de Barcelona (ES)
Openalex Percentile: Top 23%
Diffusion and Search Dynamics
0.81
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

Statistical properties of stochastic functionals under general resetting — Vicenç Méndez, Rosa Flaquer-Galmés · Physical review. E (2025) | TGRS Research Map | TGRS