Persistence of random walk records

DOI10.1088/1751-8113/47/25/255002zbMath1296.60109arXiv1404.2966OpenAlexW2063184537MaRDI QIDQ5169424

P. L. Krapivskij, E. Ben-Naim

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/1404.2966

zbMATH Keywords

asymptoticsBrownian particlerandom walk record

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

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