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arXiv · 1905.13013

Record statistics for a discrete-time random walk with correlated steps

Michael J. Kearney
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Abstract

The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise to super-diffusivity and transience. Various quantities related to record statistics are calculated exactly, highlighting important differences in behaviour from the simple random walk with independent steps.

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Michael J. Kearney. 2021-02-01. Record statistics for a discrete-time random walk with correlated steps. https://doi.org/10.1088/1742-5468%2Fab6a07

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