Universal gap statistics for random walks for a class of jump densities

zbMath1457.60062arXiv1711.08744MaRDI QIDQ5124138

Satya N. Majumdar, Matteo Battilana, Grégory Schehr

Publication date: 17 September 2020

Full work available at URL: https://arxiv.org/abs/1711.08744

zbMATH Keywords

order statisticsrandom walksextreme value theory

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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