On the universal properties of stochastic processes under optimally tuned Poisson restart

TL;DR

This paper explores universal properties of stochastic processes under optimal Poisson restart, revealing new universal relations and inequalities for completion times regardless of process specifics.

Contribution

It introduces several new universal properties and an inequality for the moments of completion time in optimally restarted stochastic processes.

Findings

Universal relations for moments of completion time under optimal restart

New inequalities for quadratic moments in processes with multiple completion scenarios

Applicability across diverse stochastic processes regardless of their nature

Abstract

Poisson restart assumes that a stochastic process is interrupted and starts again at random time moments. A number of studies have demonstrated that this strategy may minimize the expected completion time in some classes of random search tasks. What is more, it turned out that under optimally tuned restart rate, any stochastic process, regardless of its nature and statistical details, satisfies a number of universal relations for the statistical moments of completion time. In this paper, we describe several new universal properties of optimally restarted processes. Also we obtain a universal inequality for the quadratic statistical moments of completion time in the optimization problem where stochastic process has several possible completion scenarios.