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 , their corresponding attainment times , 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
Identifiers
- DOI
- 10.1103/PhysRevE.109.064101;
- arXiv
- arXiv:2312.14885;
Publishing Information
- Journal Title
- Physical Review E
- Journal Volume
- 109
- Journal Issue
- 6
- Journal Page Range
- 15 pgs.
- ISSN
- 1089-3787
INIS
- Country of Publication
- United States
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- ASYMMETRY; CONTROL THEORY; CURRENTS; DISTRIBUTION; DYNAMICAL SYSTEMS; DYNAMICS; GRAPH THEORY; INFORMATION THEORY; LIMIT CYCLE; MATHEMATICAL EVOLUTION; RANDOMNESS; STATISTICAL MECHANICS; STATISTICS; STOCHASTIC PROCESSES; TIME-SERIES ANALYSIS
- Descriptors DEC
- ATTRACTORS; EVOLUTION; MATHEMATICS; MECHANICS; STATISTICS
Optional Information
- Copyright
- ©2024 American Physical Society
- Notes
- Record automatically processed