First Passage with Restart in Discrete Time: with applications to biased random walks on the half-line
arXiv:2108.11508
Abstract
In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a probability generating function for a discrete-time FirstPassage process Under Restart and use it to examine two examples, including a biased random walkon the non-negative integers.
11 pages, 11 figures