SearcharxivSearch

arXiv · 2608.15805

Spectral duality structures and the Fisher--Rao geometry of reset distributions

Abstract

We study the geometry that spectral duality induces on the simplex of reset distributions for absorbed Markov processes with geometric resetting. The Fisher--Rao metric provides the intrinsic geometry: under the square-root embedding, the reset-neutral separatrix $\Sigma$ becomes a totally geodesic subsphere and a Fisher--Rao simplex of lower dimension. We then reduce the reset response to a finite structure: the response functionals $\psi(\gamma)$ span a subspace $V$ whose dimension $r$ equals the number of active orbits of the duality involution, while the local separatrix is its annihilator. At the vertices of the simplex we prove a sign theorem valid for every $r$, recovering the two-zone phenomenon of Paper~I. The invariant $r$ also resolves the global orientation principle conjectured in Paper~III. For $r=1$, all response functionals are collinear and, under a scalar sign condition satisfied by the canonical realisation, the response has a fixed sign on each side of $\Sigma$. For $r\ge2$, the response span has dimension at least two and the orientation can rotate; we give the criterion for the failure of a global sign law and exhibit counterexamples in the abstract class. The biased random walk with multi-site geometric resetting realises the whole construction explicitly. This is the fifth paper in a program connecting stochastic resetting with spectral theory and information geometry.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Juan Antonio Vega Coso. 2026-08-16. Spectral duality structures and the Fisher--Rao geometry of reset distributions. https://arxiv.org/abs/2608.15805

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR