Random walk with random resetting to the maximum (1509.04516v1)

Abstract: We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with probability $(1-r)$, it undergoes symmetric random walk, i.e., it hops to one of its neighboring sites, with equal probability $(1-r)/2$. For $r=0$, it reduces to a standard random walk whose typical distance grows as $\sqrt{n}$ for large $n$. In presence of a nonzero resetting rate $0<r\le 1$, we find that both the average maximum and the average position grow ballistically for large $n$, with a common speed $v(r)$. Moreover, the fluctuations around their respective averages grow diffusively, again with the same diffusion coefficient $D(r)$. We compute $v(r)$ and $D(r)$ explicitly. We also show that the probability distribution of the difference between the maximum and the location of the walker, becomes stationary as $n\to \infty$. However, the approach to this stationary distribution is accompanied by a dynamical phase transition, characterized by a weakly singular large deviation function. We also show that $r=0$ is a special `critical' point, for which the growth laws are different from the $r\to 0$ case and we calculate the exact crossover functions that interpolate between the critical $(r=0)$ and the off-critical $(r\to 0)$ behavior for finite but large $n$.