Universal record statistics for random walks and Lévy flights with a nonzero staying probability
From MaRDI portal
Publication:5877259
DOI10.1088/1751-8121/AC0A2FOpenAlexW3169831116MaRDI QIDQ5877259FDOQ5877259
Grégory Schehr, Satya N. Majumdar, Philippe Mounaix
Publication date: 10 February 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.14062
Cites Work
- Sharper asset ranking from total drawdown durations
- Record statistics and persistence for a random walk with a drift
- Universal Record Statistics of Random Walks and Lévy Flights
- Records. Mathematical theory.
- Characterizations in a random record model with a nonidentically distributed initial record
- Record statistics for random walk bridges
- Universal statistics of longest lasting records of random walks and Lévy flights
- Record statistics of a strongly correlated time series: random walks and Lévy flights
- Universal survival probability for a correlated random walk and applications to records
- Statistics of the number of records for random walks and Lévy flights on a 1D lattice
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (5)
- Universal survival probability for a correlated random walk and applications to records
- Replica approach to the generalized Rosenzweig-Porter model
- Universal fluctuations in the support of the random walk
- Record statistics of a strongly correlated time series: random walks and Lévy flights
- Record statistics for random walks and Lévy flights with resetting
This page was built for publication: Universal record statistics for random walks and Lévy flights with a nonzero staying probability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5877259)
