Maximum and records of random walks with stochastic resetting

DOI10.1088/1742-5468/ac6d60OpenAlexW4281741499WikidataQ114096183 ScholiaQ114096183MaRDI QIDQ5093845

Jean-Marc Luck, Claude Godrèche

Publication date: 1 August 2022

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

Full work available at URL: https://arxiv.org/abs/2203.01102

zbMATH Keywords

Brownian motionrenewal processesextreme valuefirst passage

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (6)

Extreme value statistics of positive recurrent centrally biased random walks ⋮ Non-homogeneous random walks with stochastic resetting: an application to the Gillis model ⋮ Survival probability of random walks and Lévy flights with stochastic resetting ⋮ Returns to the origin of the Pólya walk with stochastic resetting ⋮ Replicating a renewal process at random times ⋮ Stochastic resetting of a population of random walks with resetting-rate-dependent diffusivity

Cites Work

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• Survival probability of random walks and Lévy flights with stochastic resetting
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• A Tauberian Theorem and Its Probability Interpretation
• On the fluctuations of sums of random variables
• Stochastic resetting and applications
• Statistics of the number of records for random walks and Lévy flights on a 1D lattice
• Statistics of the occupation time of renewal processes
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