We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in the presence of a constant bias c. At each time step, the walker makes a random jump of length. drawn from a continuous distribution f(eta), which is symmetric around a constant drift c. We focus in particular on the case where f (eta) is a symmetric stable law with a Levy index 0 after n steps as well as its full distribution P (R, n). We also compute the statistics of the ages of the longest and the shortest lasting record. Our exact computations show the existence of five distinct regions in the (c, 0 < mu <= 2) strip where these quantities display qualitatively different behaviors. We also present numerical simulation result...
We address the theory of records for integrated random walks with finite variance. The long-time con...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...
64 pages, 14 figures. Topical review, submitted for publication in J. Phys. AWe review recent advanc...
64 pages, 14 figures. Topical review, submitted for publication in J. Phys. AWe review recent advanc...
64 pages, 14 figures. Topical review, submitted for publication in J. Phys. AWe review recent advanc...
We consider records and sequences of records drawn from discrete time series of the form X-n = Y-n +...
We consider the occurrence of record-breaking events in random walks with asymmetric jump distributi...
Restricted Access. An open-access version is available at arXiv.org (one of the alternative location...
23 pages, 4 figures, Typos correctedWe study the record statistics of random walks after $n$ steps, ...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...
We address the theory of records for integrated random walks with finite variance. The long-time con...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...
64 pages, 14 figures. Topical review, submitted for publication in J. Phys. AWe review recent advanc...
64 pages, 14 figures. Topical review, submitted for publication in J. Phys. AWe review recent advanc...
64 pages, 14 figures. Topical review, submitted for publication in J. Phys. AWe review recent advanc...
We consider records and sequences of records drawn from discrete time series of the form X-n = Y-n +...
We consider the occurrence of record-breaking events in random walks with asymmetric jump distributi...
Restricted Access. An open-access version is available at arXiv.org (one of the alternative location...
23 pages, 4 figures, Typos correctedWe study the record statistics of random walks after $n$ steps, ...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
30 pages, 9 figures. Revised (and published) version. To appear in J. Phys. AInternational audienceW...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...
We address the theory of records for integrated random walks with finite variance. The long-time con...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...
We consider random walks with continuous and symmetric step distributions. We prove universal asympt...