Record statistics and persistence for a random walk with a drift
We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a random jump of length \eta drawn from a continuous distribution f(\eta) which is symmetric around a constant drift c. We focus in particular on the case were f(\eta) is a symmetric stable law with a L\'evy index 0
|Date of creation:||Jun 2012|
|Date of revision:||Aug 2012|
|Publication status:||Published in J. Phys. A: Math. Theor. 45 (2012) 355002|
|Contact details of provider:|| Web page: http://arxiv.org/|
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