Universal first-passage properties of discrete-time random walks and Lévy flights on a line: Statistics of the global maximum and records

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 20, 2010, Pages 4299-4316

  Majumdar, Satya N ^a  

^a UNIVERSITÉ PARIS SUD   (France)

Author keywords

First passage probability; Maximum; Random walks; Records

Indexed keywords

PHYSICS;

CONTINUOUS DISTRIBUTION; DISCRETE-TIME RANDOM WALK; DISCRETE-TIME SEQUENCES; FIRST-PASSAGE; GLOBAL MAXIMUM; MAXIMUM; RANDOM WALK; RECORDS;

RANDOM PROCESSES;

EID: 77955708884     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.01.021     Document Type: Article

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