Survival probability of random walks and Lévy flights with stochastic resetting

Abstract

We perform a thorough analysis of the survival probability of symmetric random walks with stochastic resetting, defined as the probability for the walker not to cross the origin up to time $n$. For continuous symmetric distributions of step lengths with either finite (random walks) or infinite variance (Lévy flights), this probability can be expressed in terms of the survival probability of the walk without resetting, given by Sparre Andersen theory. It is therefore universal, i.e., independent of the step length distribution. We analyze this survival probability at depth, deriving both exact results at finite times and asymptotic late-time results. We also investigate the case where the step length distribution is symmetric but not continuous, focussing our attention onto arithmetic distributions generating random walks on the lattice of integers. We investigate in detail the example of the simple Polya walk and propose an algebraic approach for lattice walks with a larger range.

19 pages, 5 figures

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Cited by in corpus (3)

• Maximum and records of random walks with stochastic resetting
• Non-homogeneous random walks with stochastic resetting: an application to the Gillis model
• Returns to the origin of the Pólya walk with stochastic resetting