Record statistics of a strongly correlated time series: random walks and Lévy flights
C Godreche, SN Majumdar… - Journal of Physics A …, 2017 - iopscience.iop.org
We review recent advances on the record statistics of strongly correlated time series, whose
entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of …
entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of …
Universal Persistence for Local Time of One-dimensional Random Walk
J Miao, A Dembo - arXiv preprint arXiv:1703.10306, 2017 - arxiv.org
We prove the power law decay $ p (t, x)\sim t^{-\phi (x, b)/2} $ in which $ p (t, x) $ is the
probability that the fraction of time up to $ t $ in which a random walk $ S $ of iid zero-mean …
probability that the fraction of time up to $ t $ in which a random walk $ S $ of iid zero-mean …