Universal survival probability for a correlated random walk and applications to records
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Cites work
- A Combinatorial Lemma and Its Application to Probability Theory
- A Guide to First-Passage Processes
- Gap statistics close to the quantile of a random walk
- Gap statistics of two interacting run and tumble particles in one dimension
- Generalised ``arcsine laws for run-and-tumble particle in one dimension
- scientific article; zbMATH DE number 1212031 (Why is no real title available?)
- scientific article; zbMATH DE number 3092909 (Why is no real title available?)
- NIST digital library of mathematical functions
- Order statistics of partial sums of mutually independent random variables
- Persistence probabilities and exponents
- Record statistics and persistence for a random walk with a drift
- Record statistics for a discrete-time random walk with correlated steps
- Record statistics of a strongly correlated time series: random walks and Lévy flights
- Records in stochastic processes-theory and applications
- Statistics of the number of records for random walks and Lévy flights on a 1D lattice
- Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension
- Survival probability of random walks and Lévy flights on a semi-infinite line
- The Wiener-Hopf equation whose kernel is a probability density
- Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
- Universal record statistics of random walks and Lévy flights
Cited in
(11)- Survival probability of a run-and-tumble particle in the presence of a drift
- Record statistics for random walks and Lévy flights with resetting
- First passage statistics of active random walks on one and two dimensional lattices
- Record statistics for a discrete-time random walk with correlated steps
- Universal record statistics for random walks and Lévy flights with a nonzero staying probability
- Extremal statistics for a one-dimensional Brownian motion with a reflective boundary
- Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
- First-passage and extreme value statistics for overdamped Brownian motion in a linear potential
- Extreme value statistics of first-passage trajectories of resetting Brownian motion in an interval
- Siegmund duality for physicists: a bridge between spatial and first-passage properties of continuous- and discrete-time stochastic processes
- First-return time in fractional kinetics
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