On the first positive position of a random walker

DOI10.1007/S10955-025-03491-0MaRDI QIDQ6940353zbMATH OpenFDO

Authors C. Godrèche, J. M. Luck

Publication date 19 August 2025

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10955-025-03491-0

zbMATH Keywords

ladder variablesLévy flightsrandom walksrecordsrenewal theory

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Renewal theory (60K05)

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Cited in

(3)

• First-passage statistics of random walks: a general approach via Riemann-Hilbert problems
• New insights into the distribution of the topmost gap in random walks and Lévy flights
• The first positive position of a lattice random walk

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