Record statistics for a discrete-time random walk with correlated steps

DOI10.1088/1742-5468/AB6A07zbMath1456.60106arXiv1905.13013OpenAlexW3099103058MaRDI QIDQ5135059

Michael J. Kearney

Publication date: 19 November 2020

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

Full work available at URL: https://arxiv.org/abs/1905.13013

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Sums of independent random variables; random walks (60G50)

Related Items (4)

Record statistics for random walks and Lévy flights with resetting ⋮ 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

Uses Software

• SumTools

Cites Work

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