English

Full Record Statistics of 1d Random Walks

Statistical Mechanics 2024-06-21 v3 Mathematical Physics math.MP Data Analysis, Statistics and Probability

Abstract

We develop a comprehensive framework for analyzing full record statistics, covering record counts M(t1),M(t2),M(t_1), M(t_2), \ldots, and their corresponding attainment times TM(t1),TM(t2),T_{M(t_1)}, T_{M(t_2)}, \ldots, as well as the intervals until the next record. From this multiple-time distribution, we derive general expressions for various observables related to record dynamics, including the conditional number of records given the number observed at a previous time and the conditional time required to reach the current record, given the occurrence time of the previous one. Our formalism is exemplified by a variety of stochastic processes, including biased nearest-neighbor random walks, asymmetric run-and-tumble dynamics, and random walks with stochastic resetting.

Keywords

Cite

@article{arxiv.2312.14885,
  title  = {Full Record Statistics of 1d Random Walks},
  author = {Léo Régnier and Maxim Dolgushev and Olivier Bénichou},
  journal= {arXiv preprint arXiv:2312.14885},
  year   = {2024}
}

Comments

16 pages, 5 figures

R2 v1 2026-06-28T14:00:10.546Z