Universal record statistics for random walks and Lévy flights with a nonzero staying probability
نویسندگان
چکیده
We compute exactly the statistics of number records in a discrete-time random walk model on line where walker stays at given position with nonzero probability $0\leq p \leq 1$, while complementary $1-p$, it jumps to new jump length drawn from continuous and symmetric distribution $f_0(\eta)$. have shown that, for arbitrary $p$, up step $N$ is completely universal, i.e., independent $f_0(\eta)$ any $N$. also connected two-time correlation function $C_p(m_1, m_2)$ record-breaking events times $m_1$ $m_2$ show universal all $p$. Moreover, we demonstrate that m_2)< C_0(m_1, $p>0$, indicating $p$ induces additional anti-correlations between record events. further these lead drastic reduction fluctuations numbers increasing This manifest Fano factor, i.e. ratio variance mean number, which explicitly. an interesting scaling limit emerges when $p \to $N \infty$ product $t = (1-p)\, N$ fixed. associated functions mean, factor this limit. .
منابع مشابه
Record statistics for multiple random walks.
We study the statistics of the number of records R(n,N) for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each time step, each walker jumps by a random length drawn independently from a symmetric and continuous distribution. We consider two cases: (I) when the variance σ(2) of the jump distribution is finit...
متن کاملLévy flights in random environments.
We consider Lévy flights characterized by the step index f in a quenched random force field. By means of a dynamic renormalization group analysis we find that the dynamic exponent z for f < 2 locks onto f , independent of dimension and independent of the presence of weak quenched disorder. The critical dimension, however, depends on the step index f for f < 2 and is given by dc = 2f − 2. For d ...
متن کاملSearch in Random Media with Lévy Flights
Our work on the subject of search has been motivated by a variety of applications in engineering and technology, and it differs from the physicists’ motivation for such problems, e.g., or the motivation provided by biochemistry, and in theoretical biology . One of our reasons for a more fundamental approach to search comes from the area of traffic routing in wired networks where each end user m...
متن کاملExact statistics of the gap and time interval between the first two maxima of random walks and Lévy flights.
We investigate the statistics of the gap G(n) between the two rightmost positions of a Markovian one-dimensional random walker (RW) after n time steps and of the duration L(n) which separates the occurrence of these two extremal positions. The distribution of the jumps η(i)'s of the RW, f(η), is symmetric and its Fourier transform has the small k behavior 1-f[over ^](k)~|k|(μ), with 0<μ≤2. For ...
متن کاملRecord statistics of financial time series and geometric random walks.
The study of record statistics of correlated series in physics, such as random walks, is gaining momentum, and several analytical results have been obtained in the past few years. In this work, we study the record statistics of correlated empirical data for which random walk models have relevance. We obtain results for the records statistics of select stock market data and the geometric random ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Physics A
سال: 2021
ISSN: ['1751-8113', '1751-8121']
DOI: https://doi.org/10.1088/1751-8121/ac0a2f