Record statistics for a discrete-time random walk with correlated steps
Statistical Mechanics
2021-02-02 v2 Probability
Abstract
The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise to super-diffusivity and transience. Various quantities related to record statistics are calculated exactly, highlighting important differences in behaviour from the simple random walk with independent steps.
Cite
@article{arxiv.1905.13013,
title = {Record statistics for a discrete-time random walk with correlated steps},
author = {Michael J. Kearney},
journal= {arXiv preprint arXiv:1905.13013},
year = {2021}
}
Comments
Updated version as published