Publication | Open Access
Optimal Stochastic Restart Renders Fluctuations in First Passage Times Universal
288
Citations
59
References
2016
Year
Stochastic SimulationEngineeringStochastic ProcessesStochastic RestartStochastic CalculusComputer AlgorithmStochastic Dynamical SystemStochastic SystemProbability TheoryComputer ScienceStochastic PhenomenonRelative Standard DeviationRandomized AlgorithmStochastic GeometryStatisticsOperations Research
Stochastic restart may drastically reduce the expected run time of a computer algorithm, expedite the completion of a complex search process, or increase the turnover rate of an enzymatic reaction. These diverse first-passage-time (FPT) processes seem to have very little in common but it is actually quite the other way around. Here we show that the relative standard deviation associated with the FPT of an optimally restarted process, i.e., one that is restarted at a constant (nonzero) rate which brings the mean FPT to a minimum, is always unity. We interpret, further generalize, and discuss this finding and the implications arising from it.
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