Publication Date:
2016-06-30
Description:
Author(s): Claude Godrèche, Satya N. Majumdar, and Grégory Schehr We study the statistics of increments in record values in a time series { x 0 = 0 , x 1 , x 2 , … , x n } generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record inc… [Phys. Rev. Lett. 117, 010601] Published Wed Jun 29, 2016
Keywords:
General Physics: Statistical and Quantum Mechanics, Quantum Information, etc.
Print ISSN:
0031-9007
Electronic ISSN:
1079-7114
Topics:
Physics
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