Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift

DOI10.1088/1742-5468/aad364zbMath1457.82155arXiv1805.12489OpenAlexW3101676482MaRDI QIDQ3303312

Satya N. Majumdar, Grégory Schehr, Philippe Mounaix

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.12489

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Related Items (6)

Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift ⋮ Record statistics for a discrete-time random walk with correlated steps ⋮ 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

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