Title:	Large deviations for Markov processes with resetting
Authors:	Meylahn, Janusz M Sabhapandit, Sanjib Touchette, Hugo
Issue Date:	Dec-2015
Publisher:	American Physical Society
Citation:	Physical Review E, 2015, Vol 92, p062148
Abstract:	Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of time-additive functions or observables of Markov processes with resetting. By deriving a renewal formula linking generating functions with and without resetting, we are able to obtain the rate function of such observables, characterizing the likelihood of their fluctuations in the long-time limit. We consider as an illustration the large deviations of the area of the Ornstein-Uhlenbeck process with resetting. Other applications involving diffusions, random walks, and jump processes with resetting or catastrophes are discussed.
Description:	Open Access
URI:	http://hdl.handle.net/2289/6409
ISSN:	2470-0045
Alternative Location:	http://arxiv.org/abs/1510.02431 http://dx.doi.org/10.1103/PhysRevE.92.062148
Copyright:	2015 American Physical Society
Appears in Collections:	Research Papers (TP)

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