On the gap and time interval between the first two maxima of long random walks
From MaRDI portal
Publication:3302044
DOI10.1088/1742-5468/2014/09/P09013zbMath1456.82442arXiv1405.1222OpenAlexW2074065180MaRDI QIDQ3302044
Satya N. Majumdar, Philippe Mounaix, Grégory Schehr
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.1222
Related Items
Record statistics for random walks and Lévy flights with resetting, 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, Empirical scaling of the length of the longest increasing subsequences of random walks, Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift, Record statistics for random walk bridges, On the gap and time interval between the first two maxima of long continuous time random walks, Mean perimeter and mean area of the convex hull over planar random walks, Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift, Universal order statistics for random walks \& Lévy flights, Complex (super)-matrix models with external sources and q-ensembles of Chern–Simons and ABJ(M) type, First gap statistics of long random walks with bounded jumps
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A branching random walk seen from the tip
- Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
- Near-extreme eigenvalues and the first gap of Hermitian random matrices
- The Wiener-Hopf equation whose kernel is a probability density
- Limit laws for the number of near maxima via the Poisson approximation
- Level-spacing distributions and the Airy kernel
- Exact solutions for the statistics of extrema of some random 1D landscapes, application to the equilibrium and the dynamics of the toy model
- Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap
- Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
- A Guide to First-Passage Processes
- A Combinatorial Lemma and Its Application to Probability Theory
- Order statistics of partial sums of mutually independent random variables
- Universality classes for extreme-value statistics
- Order Statistics
- On a random area variable arising in discrete-time queues and compact directed percolation
- Applied Probability and Queues
- Precise asymptotics for a random walker’s maximum
- Priority Assignment in Waiting Line Problems
- On the fluctuations of sums of random variables
- Stochastic Problems in Physics and Astronomy