Asymptotic behaviour for escaping an interval by Lévy flights under stochastic resetting

Source abstract

The resetting of stochastic processes has become a key mechanism appearing in many research fields, such as searching for a target, the transmission control protocol, biology, chemistry, finance, insurance, etc., with the main interest concerning the first passage time (FPT) by the process under resetting. In this paper, we focus on the exit time $\mathcal{T}_L$ from the interval $(-L, L)$ of Lévy flights (LF) under resetting, but we also consider spectrally negative Lévy processes (SNLP). As the main result, we find the asymptotics of the mean first passage time (MFPT) as $L$ tends to $+ \infty$. For LF with $α\in (0, 2)$, the scaling behaves as $L^α$ regardless of the reset rate and the asymmetry of the initial condition, a behaviour completely different from that for the known case of Brownian Motion ($α=2$). For the symmetric $α$-stable case with $α\in (0, 2)$, we also found that taking $r \to \infty$ with fixed $L$ yields a finite MFPT, which therefore may be used as a valid approximation. For completely asymmetric stable processes, we show that the scaling is very different from that for LF, and point out a method to obtain the exact distribution of FPT under resetting. The analytical calculations are verified by numerical simulations of the processes under resetting.