Striking universalities in stochastic resetting processes

Abstract

Given a random process $x(\tau )$ which undergoes stochastic resetting at a constant rate $r$ to a position drawn from a distribution $\mathcal{P}(x)$, we consider a sequence of dynamical observables $A_1,\dots ,A_n$ associated to the intervals between resetting events. We calculate exactly the probabilities of various events related to this sequence: that the last element is larger than all previous ones, that the sequence is monotonically increasing, etc. Remarkably, we find that these probabilities are ``super-universal'', i.e., that they are independent of the particular process $x(\tau )$, the observables $A_k$'s in question and also the resetting distribution $\mathcal{P}(x)$. For some of the events in question, the universality is valid provided certain mild assumptions on the process and observables hold (e.g., mirror symmetry).

Main text: 6 pages + 2 figs., Supp. Mat: 2 pages + 2 figs

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• Stochastic resetting in discrete-time quantum dynamics: steady states and correlations in few-qubit systems
• Poisson points, resetting, universality and the role of the last item