The cost of resetting discrete-time random walks

This submission contains 4 files (2 Julia programs, 1 Mathematica notebook and 1 .zip file) relevant to an upcoming publication, "The cost of resetting discrete-time random walks". Julia Programs: (i) Monte Carlo simulation to calculate the total cost distribution associated with resetting and jumps for a discrete-time random walker with stochastic resetting. (ii) Numerical inverse Laplace transform algorithm based on "A Unified Framework for Numerically Inverting Laplace Transforms" by J. Abate and W. Whitt (INFORMS Journal on Computing, 2006). This is used to compare analytical results with Monte Carlo simulations. Mathematica Notebook: (i) The Mathematica notebook contains the derivation of the solution for the discrete-time random walker with a Laplace jump distribution and linear jump and resetting costs. Simulation_data.zip file (i) The .zip file includes simulation data, numerical inversion results, and a GNUplot script for visualization.