Universal order statistics for random walks \& Lévy flights

DOI10.1007/S10955-022-03027-WOpenAlexW4310276186MaRDI QIDQ2107263FDOQ2107263

Authors: Benjamin De Bruyne, Satya N. Majumdar, Grégory Schehr 

Publication date: 1 December 2022

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

Full work available at URL: https://arxiv.org/abs/2206.15057

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Mathematics Subject Classification ID

Stochastic processes (60Gxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx) Markov processes (60Jxx)

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Cited In (5)

• Extreme order statistics of random walks
• On the extreme flights of one-sided Lévy processes
• Universal fluctuations in the support of the random walk
• Universal order statistics for random walks & L\'evy flights
• Ordering of random walks: the leader and the laggard

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