Universal statistics of longest lasting records of random walks and Lévy flights
From MaRDI portal
Publication:5169423
DOI10.1088/1751-8113/47/25/255001zbMath1302.60016arXiv1403.6187OpenAlexW3102891283MaRDI QIDQ5169423
Satya N. Majumdar, Grégory Schehr, Claude Godrèche
Publication date: 22 July 2014
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.6187
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (12)
Extreme value statistics of correlated random variables: a pedagogical review ⋮ 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 ⋮ Empirical scaling of the length of the longest increasing subsequences of random walks ⋮ Record statistics for a discrete-time random walk with correlated steps ⋮ Statistics of the longest interval in renewal processes ⋮ Record statistics for random walk bridges ⋮ Ages of records in random walks ⋮ Time since maximum of Brownian motion and asymmetric Lévy processes ⋮ Records in the classical and quantum standard map ⋮ Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes ⋮ Universal record statistics for random walks and Lévy flights with a nonzero staying probability
This page was built for publication: Universal statistics of longest lasting records of random walks and Lévy flights
