Universal statistics of longest lasting records of random walks and Lévy flights

DOI10.1088/1751-8113/47/25/255001zbMath1302.60016arXiv1403.6187OpenAlexW3102891283MaRDI QIDQ5169423

Satya N. Majumdar, Grégory Schehr, Claude Godrèche

Publication date: 22 July 2014

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6187

zbMATH Keywords

universalityrandom walkextreme statistics

Mathematics Subject Classification ID

Related Items (12)

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 ⋮ Record statistics for a discrete-time random walk with correlated steps ⋮ Statistics of the longest interval in renewal processes ⋮ Record statistics for random walk bridges ⋮ Ages of records in random walks ⋮ Time since maximum of Brownian motion and asymmetric Lévy processes ⋮ Records in the classical and quantum standard map ⋮ Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes ⋮ Universal record statistics for random walks and Lévy flights with a nonzero staying probability

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