Universal Poisson-process limits for general random walks

DOI10.1016/J.PHYSA.2018.08.038OpenAlexW2887009817WikidataQ129386532 ScholiaQ129386532MaRDI QIDQ2151817FDOQ2151817

Authors: Iddo I. Eliazar 

Publication date: 5 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.08.038

Recommendations

• Gumbel and Fréchet convergence of the maxima of independent random walks
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zbMATH Keywords

Poisson processesrandom walksuniversal convergencelevy noisespower statisticsselfsimilar motions

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited In (2)

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• Universality for the Pearcey process

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