Universal first-passage properties of discrete-time random walks and Lévy flights on a line: Statistics of the global maximum and records
Year of publication: |
2010
|
---|---|
Authors: | Majumdar, Satya N. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 20, p. 4299-4316
|
Publisher: |
Elsevier |
Subject: | Random walks | First-passage probability | Maximum | Records |
-
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel, (2024)
-
Cross-country cross-technology digitalisation: A Bayesian hierarchical model perspective
Hoffreumon, Charles, (2022)
-
The Fertility Transition Around the World : 1950-2005
Strulik, Holger, (2010)
- More ...
-
Majumdar, Satya N., (2008)
-
Extreme value statistics and traveling fronts: various applications
Majumdar, Satya N., (2003)
-
Exact record and order statistics of random walks via first-passage ideas
Schehr, Gregory, (2013)
- More ...