Striking universalities in stochastic resetting processes

Abstract Given a random process which undergoes stochastic resetting at constant rate r to position drawn from distribution ${\cal P}(x)$ , we consider sequence of dynamical observables $A_1, \ldots, A_n$ associated the intervals between events. We calculate exactly probabilities various events related this sequence: that last element is larger than all previous ones, monotonically increasing, etc. Remarkably, find these are “super-universal”, i.e. they independent particular A k 's in question and also . For some question, universality valid provided certain mild assumptions on hold ( e.g. mirror symmetry).