English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

In this paper we consider a stochastic process that may experience randomreset events which bring suddenly the system to the starting value and analyzethe relevant statistical magnitudes. We focus our attention on monotonouscontinuous-time random walks with a constant drift: the process increasesbetween the reset events, either by the effect of the random jumps, or by theaction of the deterministic drift. As a result of all these combined factorsinteresting properties emerge, like the existence|for any drift strength|of astationary transition probability density function, or the faculty of the modelto reproduce power-law-like behavior. General formulas for two extremestatistics, the survival probability and the mean exit time, are also derived.To corroborate in an independent way the results of the paper, Monte Carlomethods were used. These numerical estimations are in full agreement with theanalytical predictions.

Monotonous continuous-time random walks with drift and stochastic reset events