Ages of records in random walks

DOI10.1007/s10955-016-1671-0zbMath1357.60097arXiv1510.01152OpenAlexW3098938635MaRDI QIDQ513201

Réka Szabó, Bálint Vető

Publication date: 3 March 2017

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

Full work available at URL: https://arxiv.org/abs/1510.01152

zbMATH Keywords

Laplace transformrandom walkrenewal processasymptotic average proportionlongest lasting recordsPoisson-Dirichlet distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items

Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit, 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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Size-biased sampling of Poisson point processes and excursions
• The rank of the present excursion
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Partition structures derived from Brownian motion and stable subordinators
• Invariance principles for ranked excursion lengths and heights
• Exchangeable and partially exchangeable random partitions
• Order statistics for jumps of normalised subordinators
• Limits of renewal processes and Pitman-Yor distribution
• Universal Record Statistics of Random Walks and Lévy Flights
• Statistics of the longest interval in renewal processes
• Arcsine Laws and Interval Partitions Derived from a Stable Subordinator
• Universal statistics of longest lasting records of random walks and Lévy flights
• Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes
• On the fluctuations of sums of random variables