Record statistics and persistence for a random walk with a drift
Author
Abstract
Suggested Citation
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Srivastava, Shashi C.L. & Lakshminarayan, Arul, 2015. "Records in the classical and quantum standard map," Chaos, Solitons & Fractals, Elsevier, vol. 74(C), pages 67-78.
- Léo Régnier & Maxim Dolgushev & Olivier Bénichou, 2023. "Record ages of non-Markovian scale-invariant random walks," Nature Communications, Nature, vol. 14(1), pages 1-7, December.
- Claude Godreche & Satya N. Majumdar & Gregory Schehr, 2017. "Record statistics of a strongly correlated time series: random walks and L\'evy flights," Papers 1702.00586, arXiv.org.
- Claude Godreche & Satya N. Majumdar & Gregory Schehr, 2015. "Record statistics for random walk bridges," Papers 1505.06053, arXiv.org, revised Jan 2016.
- Gregory Schehr & Satya N. Majumdar, 2013. "Exact record and order statistics of random walks via first-passage ideas," Papers 1305.0639, arXiv.org.
- Wergen, Gregor, 2014. "Modeling record-breaking stock prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 396(C), pages 114-133.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2012-07-08 (Econometric Time Series)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1206.6972. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.