Global resetting and emergent correlations: exit statistics in an interval

TL;DR

This paper investigates the exit statistics and correlations of multiple Brownian particles under global resetting within an interval, developing a mathematical framework for such stochastic systems.

Contribution

It extends previous work by deriving boundary value problems for exit probabilities and mapping them onto moment equations of stochastic diffusion with resetting.

Findings

Explicit solution for two-particle exit probabilities.

Demonstration of pairwise correlations emergence.

Framework linking exit problems to stochastic diffusion moments.

Abstract

There is considerable current interest in the emergence of statistical correlations within a population of otherwise non-interacting Brownian particles subject to a common fluctuating environment or drive. Examples include global stochastic resetting, switching confining potentials, fluctuating diffusivities, and stochastically gated boundaries. Most studies have focused on the analytical structure of the stationary joint probability density (assuming it exists). In this paper, we extend previous work on the exit statistics of multiple particles in stochastically gated domains to the case of global resetting in an interval with absorbing boundaries at both ends. First, we use a generalised It\^o's lemma to derive a hierarchy of boundary value problems (BVPs) for the joint splitting probability that all particles exit from the same end of the interval. The BVPs form a nested sequence with respect to the initial number of particles $M$. We explicitly solve the BVP for a pair of particles ($M=2$) and use this to illustrate the emergence of pairwise correlations. Second, we show how the BVP for the splitting probability of $M$ Brownian particles can be mapped onto the $M$th order moment equation of a stochastic diffusion equation with resetting. We thus establish a general mathematical framework to study exit problems for globally-driven particle systems.