Universal record statistics for random walks and Lévy flights with a nonzero staying probability

DOI10.1088/1751-8121/AC0A2FMaRDI QIDQ5877259zbMATH OpenOpenAlexFDO

Authors Satya N. Majumdar, Philippe Mounaix, Grégory Schehr

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

zbMATH Keywords

random walksrecord statisticsextreme statistics

Mathematics Subject Classification ID

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

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• Characterizations in a random record model with a nonidentically distributed initial record
• Record statistics and persistence for a random walk with a drift
• Record statistics for random walk bridges
• Record statistics of a strongly correlated time series: random walks and Lévy flights
• Records. Mathematical theory.
• Sharper asset ranking from total drawdown durations
• Statistics of the number of records for random walks and Lévy flights on a 1D lattice
• Universal record statistics of random walks and Lévy flights
• Universal statistics of longest lasting records of random walks and Lévy flights
• Universal survival probability for a correlated random walk and applications to records

Cited in

(11)

• Universal record statistics of random walks and Lévy flights
• Universal survival probability for a correlated random walk and applications to records
• Universal fluctuations in the support of the random walk
• Replica approach to the generalized Rosenzweig-Porter model
• Record statistics of a strongly correlated time series: random walks and Lévy flights
• Record statistics for random walks and Lévy flights with resetting
• Universal record statistics for random walks and L\'evy flights with a nonzero staying probability
• Record statistics for a discrete-time random walk with correlated steps
• Universal statistics of longest lasting records of random walks and Lévy flights
• Statistics of the number of records for random walks and Lévy flights on a 1D lattice
• Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records

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