Related papers: Record Statistics of Continuous Time Random Walk
The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…
Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviations for numbers of weak records in right continuous or left…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
This paper calculates several useful statistical properties of the convex minorant process generated by random walk processes. In particular, we calculate the statistics of the longest segment in the convex minorant of a random walk of a…
We study the statistics of the number of records R_{n,N} for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each time step, each walker jumps by a…
We consider random walks with continuous and symmetric step distributions. We prove universal asymptotics for the average proportion of the age of the kth longest lasting record for k=1,2,... and for the probability that the record of the…
The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…
Record statistics is the study of how new highs or lows are created and sustained in any dynamical process. The study of the highest or lowest records constitute the study of extreme values. This paper represents an exploration of record…
We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…
We consider a random walk on the fully-connected lattice with $N$ sites and study the time evolution of the number of distinct sites $s$ visited by the walker on a subset with $n$ sites. A record value $v$ is obtained for $s$ at a record…
The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. We here discuss a renewal process…
In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of records were discovered and explored. The record…
Stable laws can be tempered by modifying the L\'evy measure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops random walk…
A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
We address the question of distance record-setting by a random walker in the presence of measurement error, $\delta$, and additive noise, $\gamma$ and show that the mean number of (upper) records up to $n$ steps still grows universally as…
We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…