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 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 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 …

[HTML][HTML] A catastrophic queueing model with delayed action

SR Chakravarthy - Applied Mathematical Modelling, 2017 - Elsevier
A queueing model with catastrophes and delayed action is studied in this paper. This
delayed action could be in the form of protecting or removing all the customers that are in the …