Published June 3, 2024 | Version v1
Journal article

Full-record statistics of one-dimensional random walks

  • 1. Laboratoire de Physique Théorique de la Matière Condensée, CNRS, Sorbonne University, 4 Place Jussieu, 75005 Paris, France

Description

We develop a comprehensive framework for analyzing full-record statistics, covering record counts M(t1),M(t2),..., their corresponding attainment times TM(t1),TM(t2),..., and 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.

Additional details

Publishing Information

Journal Title
Physical Review E
Journal Volume
109
Journal Issue
6
Journal Page Range
15 pgs.
ISSN
1089-3787

Optional Information

Copyright
©2024 American Physical Society
Notes
Record automatically processed