Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes

DOI10.1088/1751-8121/aa6a6ezbMath1371.60075arXiv1611.01434OpenAlexW2555437208MaRDI QIDQ5269490

Claude Godrèche

Publication date: 16 June 2017

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

Full work available at URL: https://arxiv.org/abs/1611.01434

zbMATH Keywords

Brownian bridgerenewal processstable processself-similar processextreme value statisticstied-down random walk

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Renewal theory (60K05)

Related Items (8)

The Buffon needle problem for Lévy distributed spacings and renewal theory ⋮ Fluctuation-dominated phase ordering at a mixed order transition ⋮ Condensation and extremes for a fluctuating number of independent random variables ⋮ Fluctuation dominated phase ordering in coarse-grained depth models: domain wall structures, extreme values and coarsening ⋮ 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 ⋮ Ages of records in random walks ⋮ Comment on ‘fluctuation-dominated phase ordering at a mixed order transition’

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