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Properties of additive functionals of Brownian motion with resetting

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Abstract

We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position. Our goal is two-fold: (1) for general functionals, we derive a large deviation principle in the presence of resetting and identify the large deviation rate function in terms of a variational formula involving large deviation rate functions without resetting. (2) For three examples of functionals (positive occupation time, area and absolute area), we investigate the effect of resetting by computing distributions and moments, using a formula that links the generating function with resetting to the generating function without resetting.

Original languageEnglish
Article number175001
JournalJournal of physics A: mathematical and theoretical
Volume52
Issue number17
DOIs
Publication statusPublished - 2 Apr 2019
Externally publishedYes

Keywords

  • Additive functionals
  • Brownian motion
  • Large deviations
  • Resetting
  • Scaling
  • n/a OA procedure

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