随机重置的Wiener过程的第一通道区

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
Mario Abundo
{"title":"随机重置的Wiener过程的第一通道区","authors":"Mario Abundo","doi":"10.1007/s11009-023-10069-4","DOIUrl":null,"url":null,"abstract":"<p>For a one-dimensional Wiener process with stochastic resetting <span>\\(\\mathcal{X}(t)\\)</span>, obtained from an underlying Wiener process <i>X</i>(<i>t</i>), we study the statistical properties of its first-passage time through zero, when starting from <span>\\(X&gt;0,\\)</span> and its first-passage area, that is the random area enclosed between the time axis and the path of the process <span>\\(\\mathcal{X} (t)\\)</span> up to the first-passage time through zero. By making use of solutions of certain associated ODEs, we are able to find explicit expressions for the Laplace transforms of the first-passage time and the first-passage area, and their single and joint moments.</p>","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2023-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The First-Passage Area of Wiener Process withStochastic Resetting\",\"authors\":\"Mario Abundo\",\"doi\":\"10.1007/s11009-023-10069-4\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>For a one-dimensional Wiener process with stochastic resetting <span>\\\\(\\\\mathcal{X}(t)\\\\)</span>, obtained from an underlying Wiener process <i>X</i>(<i>t</i>), we study the statistical properties of its first-passage time through zero, when starting from <span>\\\\(X&gt;0,\\\\)</span> and its first-passage area, that is the random area enclosed between the time axis and the path of the process <span>\\\\(\\\\mathcal{X} (t)\\\\)</span> up to the first-passage time through zero. By making use of solutions of certain associated ODEs, we are able to find explicit expressions for the Laplace transforms of the first-passage time and the first-passage area, and their single and joint moments.</p>\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2023-11-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s11009-023-10069-4\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s11009-023-10069-4","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 0

摘要

对于由底层维纳过程X(t)得到的具有随机重置\(\mathcal{X}(t)\)的一维维纳过程,我们研究了其从\(X>0,\)开始的第一次通过零的时间的统计性质,以及它的第一次通过区域,即在时间轴和过程路径\(\mathcal{X} (t)\)之间的随机区域,直到第一次通过零的时间。利用某些关联ode的解,我们可以求出第一遍时间和第一遍面积的拉普拉斯变换及其单弯矩和联合弯矩的显式表达式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

The First-Passage Area of Wiener Process withStochastic Resetting

The First-Passage Area of Wiener Process withStochastic Resetting

For a one-dimensional Wiener process with stochastic resetting \(\mathcal{X}(t)\), obtained from an underlying Wiener process X(t), we study the statistical properties of its first-passage time through zero, when starting from \(X>0,\) and its first-passage area, that is the random area enclosed between the time axis and the path of the process \(\mathcal{X} (t)\) up to the first-passage time through zero. By making use of solutions of certain associated ODEs, we are able to find explicit expressions for the Laplace transforms of the first-passage time and the first-passage area, and their single and joint moments.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信