Ages of records in random walks
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Publication:513201
DOI10.1007/S10955-016-1671-0zbMATH Open1357.60097arXiv1510.01152OpenAlexW3098938635MaRDI QIDQ513201FDOQ513201
Publication date: 3 March 2017
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Abstract: We consider random walks with continuous and symmetric step distributions. We prove universal asymptotics for the average proportion of the age of the kth longest lasting record for k=1,2,... and for the probability that the record of the kth longest age is broken at step n. Furthermore, we show that the ranked sequence of proportions of ages converges to the Poisson-Dirichlet distribution.
Full work available at URL: https://arxiv.org/abs/1510.01152
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Cited In (4)
- Record statistics of a strongly correlated time series: random walks and Lévy flights
- Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes
- Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes
- Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
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