Extreme value statistics of positive recurrent centrally biased random walks
Statistical Mechanics
2022-11-28 v1 Probability
Abstract
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking translational invariance, with a particular emphasis on the relation between the time scaling of the expected value of the maximum and the stationary distribution of the process.
Keywords
Cite
@article{arxiv.2207.07367,
title = {Extreme value statistics of positive recurrent centrally biased random walks},
author = {Roberto Artuso and Manuele Onofri and Gaia Pozzoli and Mattia Radice},
journal= {arXiv preprint arXiv:2207.07367},
year = {2022}
}
Comments
26 pages, 6 figures