First gap statistics of long random walks with bounded jumps

DOI10.1088/1751-8121/aa65f2zbMath1369.82032arXiv1609.03202OpenAlexW4302336648MaRDI QIDQ5269474

Grégory Schehr, Philippe Mounaix

Publication date: 16 June 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.03202

zbMATH Keywords

order statisticsrandom walksextreme value statistics

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Related Items (3)

Extreme value statistics of correlated random variables: a pedagogical review ⋮ Survival probability of random walks and Lévy flights on a semi-infinite line ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights

Cites Work

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• The Maximum of a Random Walk and Its Application to Rectangle Packing
• Precise asymptotics for a random walker’s maximum
• Record statistics of a strongly correlated time series: random walks and Lévy flights
• Order Statistics of Partial Sums

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