Physical review. E, Statistical, nonlinear, andâ€¦

2011

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar andâ€¦ (More)

We study the statistics of the number of records Rn,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 eachâ€¦ (More)

Physical review. E, Statistical, nonlinear, andâ€¦

2012

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 eachâ€¦ (More)

A record is an entry in a time series that is larger or smaller than all previous entries. If the time series consists of independent, identically distributed random variables with a superimposedâ€¦ (More)

In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of recordsâ€¦ (More)

We analyze record-breaking events in time series of continuous random variables that are subsequently discretized by rounding to integer multiples of a discretization scale Î”>0. Rounding leads toâ€¦ (More)