击球时间
随机过程
过程(计算)
计算机科学
分布(数学)
首次命中时间模型
控制理论(社会学)
维纳过程
概率分布
数学
随机建模
随机动力学
马尔可夫过程
统计物理学
算法
作者
Bartosz Żbik,Bartłomiej Dybiec,Karol Capała,Zbigniew Palmowski,Igor M. Sokolov
出处
期刊:Chaos
[American Institute of Physics]
日期:2026-04-01
卷期号:36 (4)
摘要
The first hitting times of a stochastic process, i.e., the first time a process reaches a particular level, are of significant interest across various scientific disciplines, including biology, chemistry, and economics. We modify the standard setup by allowing the target to spontaneously switch between two states, either active or inactive, and investigate the distribution of first hitting times accrued while the target is active. For this setup, we provide closed formulas for the distribution of the first hitting time. Additionally, we can introduce stochastic resetting to the underlying process and, utilizing our results, derive the formulas for the first time the active target is hit by the process under stochastic resetting. Interestingly, we show that resetting in this setup still leaves some memory; the system is no longer Markovian, which prevents a straightforward application of standard techniques. The analytical results are accompanied by computer simulations of Langevin dynamics.
科研通智能强力驱动
Strongly Powered by AbleSci AI