Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records

DOI10.1016/j.physa.2010.01.021zbMath1225.60077arXiv0912.2586OpenAlexW2066281510MaRDI QIDQ647824

Satya N. Majumdar

Publication date: 19 November 2011

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2586

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Sums of independent random variables; random walks (60G50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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