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arXiv · 2512.06325

Limit theorems for the Wiener process with resetting

A. V. Logachov·O. M. Logachova·A. A. Yambartsev·K. A. Zaykov
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Abstract

We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate function and establish a large deviation principle for the supremum of the process over long time intervals.

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A. V. Logachov, O. M. Logachova, A. A. Yambartsev, K. A. Zaykov. 2025-12-06. Limit theorems for the Wiener process with resetting. https://arxiv.org/abs/2512.06325

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