Universal record statistics for random walks and Lévy flights with a nonzero staying probability

DOI10.1088/1751-8121/ac0a2fOpenAlexW3169831116MaRDI QIDQ5877259

Satya N. Majumdar, Grégory Schehr, Philippe Mounaix

Publication date: 10 February 2023

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

Full work available at URL: https://arxiv.org/abs/2103.14062

zbMATH Keywords

random walksrecord statisticsextreme statistics

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Universal Record Statistics of Random Walks and Lévy Flights
• Record statistics for random walk bridges
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• Record statistics of a strongly correlated time series: random walks and Lévy flights
• Characterizations in a random record model with a nonidentically distributed initial record
• 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

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