Full-record statistics of one-dimensional random walks - Laboratoire de Physique Théorique de la Matière Condensée
Article Dans Une Revue Physical Review E Année : 2024

Full-record statistics of one-dimensional random walks

Résumé

We develop a comprehensive framework for analyzing full record statistics, covering record counts M (t1), M (t2), . . ., and their corresponding attainment times T M (t 1 ) , T M (t 2 ) , . . ., as well as 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.
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Dates et versions

hal-04774758 , version 1 (08-11-2024)

Identifiants

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Léo Régnier, Maxim Dolgushev, Olivier Bénichou. Full-record statistics of one-dimensional random walks. Physical Review E , 2024, 109 (6), pp.064101. ⟨10.1103/PhysRevE.109.064101⟩. ⟨hal-04774758⟩
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