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.
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Cites work
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 2046055 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Arcsine Laws and Interval Partitions Derived from a Stable Subordinator
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- Invariance principles for ranked excursion lengths and heights
- Limits of renewal processes and Pitman-Yor distribution
- 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
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- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
- Universal record statistics of random walks and Lévy flights
- Universal statistics of longest lasting records of random walks and Lévy flights
Cited in
(6)- Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes
- Record statistics of integrated random walks and the random acceleration process
- Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
- Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes
- Record statistics of a strongly correlated time series: random walks and Lévy flights
- Universal statistics of longest lasting records of random walks and Lévy flights
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