Maxima of two random walks: universal statistics of lead changes

DOI10.1088/1751-8113/49/20/205003zbMath1346.82017arXiv1601.02051OpenAlexW3103695438MaRDI QIDQ2991912

E. Ben-Naim, Julien Randon-Furling, P. L. Krapivskij

Publication date: 10 August 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02051

zbMATH Keywords

random walksLévy flightsstatistics of maxima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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