Partial versus total resetting for Lévy flights in d dimensions: similarities and discrepancies

Abstract

While stochastic resetting (or total resetting) is less young and more established concept in stochastic processes, partial stochastic resetting (PSR) is a relatively new field. PSR means that, at random moments in time, a stochastic process gets multiplied by a factor between 0 and 1, thus approaching but not reaching the resetting position. In this paper, we present new results on PSR highlighting the main similarities and discrepancies with total resetting. Specifically, we consider both symmetric $\alpha$-stable Lévy processes (Lévy flights) and Brownian motion with PSR in arbitrary d dimensions. We derive explicit expressions for the propagator and its stationary measure, and discuss in detail their asymptotic behavior. Interestingly, while approaching to stationarity, a dynamical phase transition occurs for the Brownian motion, but not for Lévy flights. We also analyze the behavior of the process around the resetting position and find significant differences between PSR and total resetting.

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Cited by in corpus (2)

• First-passage properties of the jump process with a drift. Two exactly solvable cases
• First-passage properties of the jump process with a drift. The general case