Record statistics and persistence for a random walk with a drift
From MaRDI portal
Publication:2914393
DOI10.1088/1751-8113/45/35/355002zbMath1250.82036arXiv1206.6972OpenAlexW2124024567MaRDI QIDQ2914393
Satya N. Majumdar, Gregor Wergen, Grégory Schehr
Publication date: 19 September 2012
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.6972
Related Items (21)
Record statistics for random walks and Lévy flights with resetting ⋮ Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit ⋮ Survival probability of random walks and Lévy flights on a semi-infinite line ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift ⋮ On multidimensional record patterns ⋮ Record statistics for a discrete-time random walk with correlated steps ⋮ Asymmetric Lévy flights in the presence of absorbing boundaries ⋮ Space-fractional Fokker–Planck equation and optimization of random search processes in the presence of an external bias ⋮ Statistics of the longest interval in renewal processes ⋮ Record statistics for random walk bridges ⋮ Sharper asset ranking from total drawdown durations ⋮ Records from stationary observations subject to a random trend ⋮ Modeling record-breaking stock prices ⋮ Time since maximum of Brownian motion and asymmetric Lévy processes ⋮ Records in the classical and quantum standard map ⋮ Survival probability of a run-and-tumble particle in the presence of a drift ⋮ Exact and asymptotic properties of δ-records in the linear drift model ⋮ Statistics of the number of records for random walks and Lévy flights on a 1D lattice ⋮ Universal survival probability for a correlated random walk and applications to records ⋮ Universal record statistics for random walks and Lévy flights with a nonzero staying probability
This page was built for publication: Record statistics and persistence for a random walk with a drift