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

DOI10.1088/1751-8121/ABC129MaRDI QIDQ5872003zbMATH OpenOpenAlexFDO

Authors Bertrand Lacroix-A-Chez-Toine, Francesco Mori

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 walkrecord statisticssurvival probability

Mathematics Subject Classification ID

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

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Cites work

• A Combinatorial Lemma and Its Application to Probability Theory
• A Guide to First-Passage Processes
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• 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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Uses Software

• DLMF

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