First Passage with Restart in Discrete Time: with applications to biased random walks on the half-line

Jason M. Flynn; Sergei S. Pilyugin

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arXiv · 2108.11508

First Passage with Restart in Discrete Time: with applications to biased random walks on the half-line

Jason M. Flynn·Sergei S. Pilyugin

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Abstract

In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a probability generating function for a discrete-time FirstPassage process Under Restart and use it to examine two examples, including a biased random walkon the non-negative integers.

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Jason M. Flynn, Sergei S. Pilyugin. 2021-08-25. First Passage with Restart in Discrete Time: with applications to biased random walks on the half-line. https://arxiv.org/abs/2108.11508

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