Stochastic resetting and large deviations
Martin R. Evans, John C. Sunil
SciPost Phys. Lect. Notes 103 (2025) · published 16 October 2025
Part of the 2024-07: Theory of Large Deviations and Applications Collection in the Les Houches Summer School Lecture Notes Series.
- doi: 10.21468/SciPostPhysLectNotes.103
- Submissions/Reports
-
Abstract
Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary states. In these lecture notes we give a self-contained introduction to the toy model of diffusion with stochastic resetting. We also discuss large deviation properties of additive functionals of the process such as the cost of resetting. Finally, we consider the generalisation from Poissonian resetting, where the resetting process occurs with a constant rate, to non-Poissonian resetting.
Authors / Affiliation: mappings to Contributors and Organizations
See all Organizations.- 1 Martin Evans,
- 1 John Sunil
