Universal Record Statistics of Random Walks and Lévy Flights

From MaRDI portal
Publication:3107653

DOI10.1103/PhysRevLett.101.050601zbMath1228.82037arXiv0806.0057OpenAlexW2163187896WikidataQ81913543 ScholiaQ81913543MaRDI QIDQ3107653

Satya N. Majumdar, Robert M. Ziff

Publication date: 26 December 2011

Published in: Physical Review Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.0057




Related Items

A Reciprocal Formulation of Nonexponential Radiative Transfer. 2: Monte Carlo Estimation and Diffusion ApproximationNon-self-averaging of the concentration: trapping by sinks in the fluctuation regimeSharma-Mittal Entropy Properties on Record ValuesRecord statistics for random walks and Lévy flights with resettingExtreme value statistics of positive recurrent centrally biased random walksExtreme value statistics of ergodic Markov processes from first passage times in the large deviation limitMaximum and records of random walks with stochastic resettingSurvival probability of random walks and Lévy flights with stochastic resettingExtreme value statistics of correlated random variables: a pedagogical reviewThe cost of stochastic resettingSurvival probability of random walks and Lévy flights on a semi-infinite lineRecord statistics of a strongly correlated time series: random walks and Lévy flightsEmpirical scaling of the length of the longest increasing subsequences of random walksUniversal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and recordsCorrelations between record events in sequences of random variables with a linear trendOn multidimensional record patternsRecord statistics for a discrete-time random walk with correlated stepsRecords and sequences of records from random variables with a linear trendScaling exponent for incremental recordsStatistics of the longest interval in renewal processesRecord statistics for random walk bridgesReaction–diffusion on the fully-connected lattice: $A+A\rightarrow A$Hausdorff dimension of the record set of a fractional Brownian motionAges of records in random walksRandom convex hulls and extreme value statisticsSharper asset ranking from total drawdown durationsRecords from stationary observations subject to a random trendModeling record-breaking stock pricesTime since maximum of Brownian motion and asymmetric Lévy processesRecords in the classical and quantum standard mapSurvival probability of a run-and-tumble particle in the presence of a driftRecord statistics of integrated random walks and the random acceleration processExact and asymptotic properties of δ-records in the linear drift modelInfection process near criticality: influence of the initial conditionStatistics of the number of records for random walks and Lévy flights on a 1D latticeUniversal survival probability for a correlated random walk and applications to recordsLongest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processesUniversal record statistics for random walks and Lévy flights with a nonzero staying probability



Cites Work