메뉴 건너뛰기




Volumn , Issue 25, 2014, Pages

Universal statistics of longest lasting records of random walks and Lévy flights

Author keywords

extreme statistics; random walks; records statistics

Indexed keywords


EID: 84924407484     PISSN: 17518113     EISSN: 17518121     Source Type: Journal    
DOI: 10.1088/1751-8113/47/25/255001     Document Type: Article
Times cited : (35)

References (41)
  • 1
    • 0037198661 scopus 로고    scopus 로고
    • Sports statistics: Trends and random fluctuations in athletics
    • DOI 10.1038/417506a
    • Gembris D, Taylor J G and Suter D 2002 Sports statistics: trends and random fluctuations in athletics Nature 417 506 (Pubitemid 34600979)
    • (2002) Nature , vol.417 , Issue.6888 , pp. 506
    • Gembris, D.1    Taylor, J.G.2    Suter, D.3
  • 5
    • 36549093059 scopus 로고
    • Domain-wall dynamics and Barkhausen effect in metallic ferromagnetic materials: I. Theory
    • Alessandro B, Beatrice C, Bertotti G and Montorsi A 1990 Domain-wall dynamics and Barkhausen effect in metallic ferromagnetic materials: I. Theory J. Appl. Phys. 68 2901-7
    • (1990) J. Appl. Phys. , vol.68 , pp. 2901-2907
    • Alessandro, B.1    Beatrice, C.2    Bertotti, G.3    Montorsi, A.4
  • 6
    • 34748834068 scopus 로고    scopus 로고
    • Linear response in aging glassy systems, intermittency and the Poisson statistics of record fluctuations
    • Sibani P 2007 Linear response in aging glassy systems, intermittency and the Poisson statistics of record fluctuations Eur. Phys. J. B 58 438-91
    • (2007) Eur. Phys. J. , vol.58 , pp. 438-491
    • Sibani, P.1
  • 7
    • 49149086595 scopus 로고    scopus 로고
    • Universal record statistics of random walks and Lévy flights
    • Majumdar S N and Ziff R M 2008 Universal record statistics of random walks and Lévy flights Phys. Rev. Lett. 101 050601
    • (2008) Phys. Rev. Lett. , vol.101
    • Majumdar, S.N.1    Ziff, R.M.2
  • 8
    • 77955708884 scopus 로고    scopus 로고
    • Universal first-passage properties of discrete-time random walks and Lévy flights on a line: Statistics of the global maximum and records
    • Majumdar S N 2010 Universal first-passage properties of discrete-time random walks and Lévy flights on a line: Statistics of the global maximum and records Physica A 389 4299
    • (2010) Physica , vol.389 , pp. 4299
    • Majumdar, S.N.1
  • 9
    • 79955783549 scopus 로고    scopus 로고
    • Record statistics of continuous time random walk
    • Sabhapandit S 2011 Record statistics of continuous time random walk Europhys. Lett. 94 20003
    • (2011) Europhys. Lett. , vol.94 , Issue.2
    • Sabhapandit, S.1
  • 10
    • 84864489964 scopus 로고    scopus 로고
    • Record statistics for multiple random walks
    • Wergen G, Majumdar S N and Schehr G 2012 Record statistics for multiple random walks Phys. Rev. E 86 011119
    • (2012) Phys. Rev. , vol.86
    • Wergen, G.1    Majumdar, S.N.2    Schehr, G.3
  • 11
    • 84865208093 scopus 로고    scopus 로고
    • Record statistics and persistence for a random walk with a drift
    • Majumdar S N, Schehr G and Wergen G 2012 Record statistics and persistence for a random walk with a drift J. Phys. A: Math. Theor. 45 355002
    • (2012) J. Phys. A: Math. Theor. , vol.45
    • Majumdar, S.N.1    Schehr, G.2    Wergen, G.3
  • 12
    • 67650177448 scopus 로고    scopus 로고
    • Driven particle in a random landscape: Disorder correlator, avalanche distribution, and extreme value statistics of records
    • Le Doussal P and Wiese K J 2009 Driven particle in a random landscape: disorder correlator, avalanche distribution, and extreme value statistics of records Phys. Rev. E 79 051105
    • (2009) Phys. Rev. , vol.79
    • Le Doussal, P.1    Wiese, K.J.2
  • 13
    • 79961038411 scopus 로고    scopus 로고
    • Record statistics for biased random walks, with an application to financial data
    • Wergen G, Bogner M and Krug J 2011 Record statistics for biased random walks, with an application to financial data Phys. Rev. E 83 051109
    • (2011) Phys. Rev. , vol.83
    • Wergen, G.1    Bogner, M.2    Krug, J.3
  • 14
    • 33845732195 scopus 로고    scopus 로고
    • Role of global warming on the statistics of record-breaking temperatures
    • Redner R and Petersen M R 2006 Role of global warming on the statistics of record-breaking temperatures Phys. Rev. E 74 061114
    • (2006) Phys. Rev. , vol.74
    • Redner, R.1    Petersen, M.R.2
  • 15
    • 79955938365 scopus 로고    scopus 로고
    • Record-breaking temperatures reveal a warming climate
    • Wergen G and Krug J 2010 Record-breaking temperatures reveal a warming climate Europhys. Lett. 92 30008
    • (2010) Europhys. Lett. , vol.92 , Issue.3
    • Wergen, G.1    Krug, J.2
  • 16
    • 25844507771 scopus 로고    scopus 로고
    • Breaking records in the evolutionary race
    • Krug J and Jain K 2005 Breaking records in the evolutionary race Physica A 358 1
    • (2005) Physica , vol.358 , pp. 1
    • Krug, J.1    Jain, K.2
  • 18
    • 65549107702 scopus 로고    scopus 로고
    • A record-driven growth process
    • Godrèche C and Luck J-M 2008 A record-driven growth process J. Stat. Mech. P11006
    • (2008) J. Stat. Mech. , vol.2008 , Issue.11 , pp. 11006
    • Godrèche, C.1    Luck J-M2
  • 19
    • 84878157016 scopus 로고    scopus 로고
    • Records in stochastic processes - theory and applications
    • Wergen G 2013 Records in stochastic processes - theory and applications J. Phys. A: Math. Theor. 46 223001
    • (2013) J. Phys. A: Math. Theor. , vol.46
    • Wergen, G.1
  • 22
    • 84877282670 scopus 로고    scopus 로고
    • Record-breaking statistics for random walks in the presence of measurement error and noise
    • Edery Y, Kostinski A B, Majumdar S N and Berkowitz B 2013 Record-breaking statistics for random walks in the presence of measurement error and noise Phys. Rev. Lett. 110 180602
    • (2013) Phys. Rev. Lett. , vol.110
    • Edery, Y.1    Kostinski, A.B.2    Majumdar, S.N.3    Berkowitz, B.4
  • 24
    • 0001369067 scopus 로고    scopus 로고
    • Persistence in nonequilibrium systems
    • Majumdar S N 1999 Persistence in nonequilibrium systems Curr. Sci. 77 370-5 (Pubitemid 129558395)
    • (1999) Current Science , vol.77 , Issue.3 , pp. 370-375
    • Majumdar, S.N.1
  • 25
    • 84879582997 scopus 로고    scopus 로고
    • Persistence and first-passage properties in non-equilibrium systems
    • Bray A J, Majumdar S N and Schehr G 2013 Persistence and first-passage properties in non-equilibrium systems Adv. Phys. 62 225
    • (2013) Adv. Phys. , vol.62 , pp. 225
    • Bray, A.J.1    Majumdar, S.N.2    Schehr, G.3
  • 27
    • 84888615489 scopus 로고    scopus 로고
    • Scaling exponent for incremental records
    • Miller P W and Ben-Naim E 2013 Scaling exponent for incremental records J. Stat. Mech. P10025
    • (2013) J. Stat. Mech. , vol.2013 , Issue.10 , pp. 10025
    • Miller, P.W.1    Ben-Naim, E.2
  • 28
    • 22144435211 scopus 로고    scopus 로고
    • Precise asymptotics for a random Walker's maximum
    • Comtet A and Majumdar S N 2005 Precise asymptotics for a random Walker's maximum J. Stat. Mech. P06013
    • (2005) J. Stat. Mech. , vol.2005 , Issue.6 , pp. 06013
    • Comtet, A.1    Majumdar, S.N.2
  • 29
    • 84856262405 scopus 로고    scopus 로고
    • Universal order statistics of random walks
    • Schehr G and Majumdar S N 2012 Universal order statistics of random walks Phys. Rev. Lett. 108 040601
    • (2012) Phys. Rev. Lett. , vol.108
    • Schehr, G.1    Majumdar, S.N.2
  • 30
    • 84882716417 scopus 로고    scopus 로고
    • Exact statistics of the gap and time interval between the first two maxima of random walks
    • Majumdar S N, Mounaix Ph and Schehr G 2013 Exact statistics of the gap and time interval between the first two maxima of random walks Phys. Rev. Lett. 111 070601
    • (2013) Phys. Rev. Lett. , vol.111
    • Majumdar, S.N.1    Mounaix Ph2    Schehr, G.3
  • 31
    • 0001432120 scopus 로고
    • On the fluctuations of sums of random variables: I
    • Andersen E Sparre 1953 On the fluctuations of sums of random variables: I Math. Scand. 1 263
    • (1953) Math. Scand. , vol.1 , pp. 263
    • Andersen, E.1    Sparre2
  • 32
    • 0000167279 scopus 로고
    • On the fluctuations of sums of random variables: II
    • Andersen E Sparre 1954 On the fluctuations of sums of random variables: II Math. Scand. 2 195
    • (1954) Math. Scand. , vol.2 , pp. 195
    • Andersen, E.1    Sparre2
  • 33
    • 0000037557 scopus 로고
    • The rank of the present excursion
    • Scheffer C L 1995 The rank of the present excursion Stoch. Process. Appl. 55 101
    • (1995) Stoch. Process. Appl. , vol.55 , pp. 101
    • Scheffer, C.L.1
  • 34
    • 67549093086 scopus 로고    scopus 로고
    • The longest excursion of stochastic processes in nonequilibrium systems
    • Godrèche C, Majumdar S N and Schehr G 2009 The longest excursion of stochastic processes in nonequilibrium systems Phys. Rev. Lett. 102 240602
    • (2009) Phys. Rev. Lett. , vol.102
    • Godrèche, C.1    Majumdar, S.N.2    Schehr, G.3
  • 35
    • 0031534984 scopus 로고    scopus 로고
    • The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
    • Pitman J and Yor M 1997 The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator Ann. Probab. 25 855
    • (1997) Ann. Probab. , vol.25 , pp. 855
    • Pitman, J.1    Yor, M.2
  • 38
    • 84957332517 scopus 로고
    • Non-trivial algebraic decay in a soluble model of coarsening
    • Bray A J, Derrida B and Godrèche C 1994 Non-trivial algebraic decay in a soluble model of coarsening Europhys. Lett. 27 175 (Pubitemid 24804326)
    • (1994) Europhysics Letters , vol.27 , Issue.3 , pp. 175
    • Bray, A.J.1    Derrida, B.2    Godreche, C.3
  • 39
    • 21344489243 scopus 로고
    • Non-trivial exponents in the zero temperature dynamics of the 1D Ising and Potts models
    • Derrida B, Bray A J and Godrèche C 1994 Non-trivial exponents in the zero temperature dynamics of the 1D Ising and Potts models J. Phys. A: Math. Gen. 27 L357
    • (1994) J. Phys. A: Math. Gen. , vol.27 , Issue.11 , pp. 357
    • Derrida, B.1    Bray, A.J.2    Godrèche, C.3
  • 40
    • 75349110768 scopus 로고    scopus 로고
    • The longest excursion of fractional Brownian motion: Numerical evidence of non-Markovian effects
    • García-García R, Rosso A and Schehr G 2010 The longest excursion of fractional Brownian motion: numerical evidence of non-Markovian effects Phys. Rev. E 81 010102
    • (2010) Phys. Rev. , vol.81
    • García-García, R.1    Rosso, A.2    Schehr, G.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.