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 , and their corresponding attainment times , 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.
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