Universal survival probability for a correlated random walk and applications to records

DOI10.1088/1751-8121/ABC129OpenAlexW3109833434MaRDI QIDQ5872003FDOQ5872003

Francesco Mori, Bertrand Lacroix-A-Chez-Toine

Publication date: 26 January 2023

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

Full work available at URL: https://arxiv.org/abs/2007.10969

zbMATH Keywords

random walksurvival probabilityrecord statistics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• NIST digital library of mathematical functions
• Record statistics and persistence for a random walk with a drift
• Universal Record Statistics of Random Walks and Lévy Flights
• A Combinatorial Lemma and Its Application to Probability Theory
• Persistence Probabilities and Exponents
• The Wiener-Hopf equation whose kernel is a probability density
• A Guide to First-Passage Processes
• Record statistics for a discrete-time random walk with correlated steps
• Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
• Order statistics of partial sums of mutually independent random variables
• Records in stochastic processes-theory and applications
• Record statistics of a strongly correlated time series: random walks and Lévy flights
• 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
• Gap statistics close to the quantile of a random walk
• Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension
• Statistics of the number of records for random walks and Lévy flights on a 1D lattice
• Gap statistics of two interacting run and tumble particles in one dimension

Cited In (6)

• Extremal statistics for a one-dimensional Brownian motion with a reflective boundary
• Universal record statistics for random walks and Lévy flights with a nonzero staying probability
• Survival probability of a run-and-tumble particle in the presence of a drift
• Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
• Record statistics for random walks and Lévy flights with resetting
• First passage statistics of active random walks on one and two dimensional lattices

Uses Software

• Digital Library of Mathematical Functions

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