Record statistics of a strongly correlated time series: random walks and Lévy flights
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Publication:5364941
DOI10.1088/1751-8121/aa71c1zbMath1376.82074arXiv1702.00586OpenAlexW3104516507MaRDI QIDQ5364941
Satya N. Majumdar, Grégory Schehr, Claude Godrèche
Publication date: 29 September 2017
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.00586
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)
Related Items (30)
Record statistics for random walks and Lévy flights with resetting ⋮ Extreme value statistics of positive recurrent centrally biased random walks ⋮ Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit ⋮ Covariance of the running range of a Brownian trajectory ⋮ Universal Poisson-process limits for general random walks ⋮ Maximum and records of random walks with stochastic resetting ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Random walks and diffusion on networks ⋮ Survival probability of random walks and Lévy flights on a semi-infinite line ⋮ Maximum-energy records in glassy energy landscapes ⋮ Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift ⋮ On multidimensional record patterns ⋮ Record statistics for a discrete-time random walk with correlated steps ⋮ Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift ⋮ Expected maximum of bridge random walks & Lévy flights ⋮ Hausdorff dimension of the record set of a fractional Brownian motion ⋮ Time since maximum of Brownian motion and asymmetric Lévy processes ⋮ Computing return times or return periods with rare event algorithms ⋮ Survival probability of a run-and-tumble particle in the presence of a drift ⋮ Record statistics of integrated random walks and the random acceleration process ⋮ Records for the moving average of a time series ⋮ Exact and asymptotic properties of δ-records in the linear drift model ⋮ Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials ⋮ An evolution model with event-based extinction ⋮ Transport properties and ageing for the averaged Lévy–Lorentz gas ⋮ Statistics of the number of records for random walks and Lévy flights on a 1D lattice ⋮ Universal survival probability for a correlated random walk and applications to records ⋮ First gap statistics of long random walks with bounded jumps ⋮ Universal record statistics for random walks and Lévy flights with a nonzero staying probability ⋮ On sequences of records generated by planar random walks
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