Continuous time random walks and Lévy walks with stochastic resetting
arXiv:1909.07213 · doi:10.1103/PhysRevResearch.2.013103
Abstract
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and Lévy walk, in which the particles are stochastically reset to a given position with a resetting rate . The mean squared displacements of the CTRW and Lévy walks with stochastic resetting are calculated, uncovering that the stochastic resetting always makes the CTRW process localized and Lévy walk diffuse slower. The asymptotic behaviors of the probability density function of Lévy walk with stochastic resetting are carefully analyzed under different scales of , and a striking influence of stochastic resetting is observed.
10 pages, 5 figures