  We study the large deviations of additive quantities, such as energy or
current, in stochastic processes with intermittent reset. Via a mapping from a
discrete-time reset process to the Poland-Scheraga model for DNA denaturation,
we derive conditions for observing first-order or continuous dynamical phase
transitions in the fluctuations of such quantities and confirm these conditions
on simple random walk examples. These results apply to reset Markov processes,
but also show more generally that subleading terms in generating functions can
lead to non-analyticities in large deviation functions of 'compound processes'
or 'random evolutions' switching stochastically between two or more
subprocesses.
