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Record statistics for random walk bridges

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  • Claude Godreche
  • Satya N. Majumdar
  • Gregory Schehr

Abstract

We investigate the statistics of records in a random sequence $\{x_B(0)=0,x_B(1),\cdots, x_B(n)=x_B(0)=0\}$ of $n$ time steps. The sequence $x_B(k)$'s represents the position at step $k$ of a random walk `bridge' of $n$ steps that starts and ends at the origin. At each step, the increment of the position is a random jump drawn from a specified symmetric distribution. We study the statistics of records and record ages for such a bridge sequence, for different jump distributions. In absence of the bridge condition, i.e., for a free random walk sequence, the statistics of the number and ages of records exhibits a `strong' universality for all $n$, i.e., they are completely independent of the jump distribution as long as the distribution is continuous. We show that the presence of the bridge constraint destroys this strong `all $n$' universality. Nevertheless a `weaker' universality still remains for large $n$, where we show that the record statistics depends on the jump distributions only through a single parameter $0

Suggested Citation

  • Claude Godreche & Satya N. Majumdar & Gregory Schehr, 2015. "Record statistics for random walk bridges," Papers 1505.06053, arXiv.org, revised Jan 2016.
  • Handle: RePEc:arx:papers:1505.06053
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    References listed on IDEAS

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    1. Krug, Joachim & Jain, Kavita, 2005. "Breaking records in the evolutionary race," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 358(1), pages 1-9.
    2. Majumdar, Satya N., 2010. "Universal first-passage properties of discrete-time random walks and Lévy flights on a line: Statistics of the global maximum and records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(20), pages 4299-4316.
    3. Gregor Wergen & Satya N. Majumdar & Gregory Schehr, 2012. "Record Statistics for Multiple Random Walks," Papers 1204.5039, arXiv.org.
    4. P. Sibani, 2007. "Linear response in aging glassy systems, intermittency and the Poisson statistics of record fluctuations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 58(4), pages 483-491, August.
    5. Gregor Wergen & Satya N. Majumdar & Gregory Schehr, 2012. "Record Statistics for Multiple Random Walks," Post-Print hal-00757701, HAL.
    6. Daniel Gembris & John G. Taylor & Dieter Suter, 2002. "Trends and random fluctuations in athletics," Nature, Nature, vol. 417(6888), pages 506-506, May.
    7. Satya N. Majumdar & Gregory Schehr & Gregor Wergen, 2012. "Record statistics and persistence for a random walk with a drift," Post-Print hal-00744525, HAL.
    8. Satya N. Majumdar & Gregory Schehr & Gregor Wergen, 2012. "Record statistics and persistence for a random walk with a drift," Papers 1206.6972, arXiv.org, revised Aug 2012.
    9. Gregor Wergen & Miro Bogner & Joachim Krug, 2011. "Record statistics for biased random walks, with an application to financial data," Papers 1103.0893, arXiv.org.
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