Record Statistics for Multiple Random Walks
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- Gregory Schehr & Satya N. Majumdar, 2013. "Exact record and order statistics of random walks via first-passage ideas," Papers 1305.0639, arXiv.org.
- 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.
- Wergen, Gregor, 2014. "Modeling record-breaking stock prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 396(C), pages 114-133.
- Claude Godreche & Satya N. Majumdar & Gregory Schehr, 2015. "Record statistics for random walk bridges," Papers 1505.06053, arXiv.org, revised Jan 2016.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-02 (All new papers)
- NEP-ECM-2012-05-02 (Econometrics)
- NEP-ETS-2012-05-02 (Econometric Time Series)
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