Stochastic Orders of the Exit Pair and the Monotone Response to Resetting

Abstract

Resetting a process, that is, restarting it from its initial position at random times, changes the probability that it leaves an interval through one end rather than the other. We show that the direction of this change is governed by how the exit time depends on the exit side, and we express this through classical stochastic orders. For random walks and birth-death chains we determine when resetting more intensively always moves the exit probability in the same direction, and we show that this can fail: we give an explicit chain in which the direction reverses twice over time, and bound the number of such reversals spectrally. We also show how the direction depends on the starting point. In the continuum limit we obtain the corresponding results for diffusions with drift.