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oai:recercat.cat:2445/1022302025-12-04T20:41:43Zcom_2072_1057col_2072_478822col_2072_478917

00925njm 22002777a 4500 dc Montero Torralbo, Miquel author Villarroel, Javier author 2016-09-28T16:00:02Z 2016-09-28T16:00:02Z 2016-09-26 2016-09-28T16:00:07Z In this paper we consider a particular version of the random walk with restarts: random reset events which suddenly bring the system to the starting value. We analyze its relevant statistical properties, like the transition probability, and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks, and other extreme statistics are also derived; we consider counting problems naturally associated with the system. Finally we indicate feasible generalizations useful for interpreting different physical effects. Rutes aleatòries (Matemàtica) Processos estocàstics Processos de Markov Random walks (Mathematics) Stochastic processes Markov processes Directed random walk with random restarts: The Sisyphus random walk