Time-averaging and nonergodicity of reset geometric Brownian motion with drift

D Vinod, AG Cherstvy, R Metzler, IM Sokolov - Physical Review E, 2022 - APS
How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the
future? Specifically, what are the long-time properties of a time-local exponential growth of …

Universal framework for record ages under restart

A Kumar, A Pal - Physical Review Letters, 2023 - APS
We propose a universal framework to compute record age statistics of a stochastic time
series that undergoes random restarts. The proposed framework makes minimal …

Two approaches to the construction of perturbation bounds for continuous-time Markov chains

A Zeifman, V Korolev, Y Satin - Mathematics, 2020 - mdpi.com
This paper is largely a review. It considers two main methods used to study stability and to
obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov …

Fick–Jacobs description and first passage dynamics for diffusion in a channel under stochastic resetting

S Jain, D Boyer, A Pal, L Dagdug - The Journal of Chemical Physics, 2023 - pubs.aip.org
The transport of particles through channels is of paramount importance in physics,
chemistry, and surface science due to its broad real world applications. Much insight can be …

Mitigating long queues and waiting times with service resetting

OL Bonomo, A Pal, S Reuveni - PNAS nexus, 2022 - academic.oup.com
What determines the average length of a queue, which stretches in front of a service station?
The answer to this question clearly depends on the average rate at which jobs arrive at the …

Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach

G Ascione, M Bufalo, G Orlando - Communications in Nonlinear Science …, 2024 - Elsevier
This study delves into the impact of natural disasters on affected populations and
underscores the imperative of reducing disaster-related fatalities through proactive …

On the telegraph process driven by geometric counting process with Poisson-based resetting

A Di Crescenzo, A Iuliano, V Mustaro… - Journal of Statistical …, 2023 - Springer
We investigate the effects of the resetting mechanism to the origin for a random motion on
the real line characterized by two alternating velocities v 1 and v 2. We assume that the …

A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation

A Di Crescenzo, V Giorno, B Krishna Kumar… - … and Computing in …, 2012 - Springer
Consider a system performing a continuous-time random walk on the integers, subject to
catastrophes occurring at constant rate, and followed by exponentially-distributed repair …

A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation

S Dharmaraja, A Di Crescenzo, V Giorno… - Journal of Statistical …, 2015 - Springer
We consider a continuous-time Ehrenfest model defined over the integers from-NN to N, and
subject to catastrophes occurring at constant rate. The effect of each catastrophe …

A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation

A Di Crescenzo, V Giorno, B Krishna Kumar, AG Nobile - Mathematics, 2018 - mdpi.com
We consider a time-non-homogeneous double-ended queue subject to catastrophes and
repairs. The catastrophes occur according to a non-homogeneous Poisson process and …