On the first positive position of a random walker
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866911132552265728 |
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| author | Godrèche, Claude Luck, Jean-Marc |
| author_facet | Godrèche, Claude Luck, Jean-Marc |
| contents | The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of this distribution, focusing particularly on its moments and asymptotic tail behaviour, in the case where the step distribution is continuous and symmetric, encompassing both diffusive random walks and Lévy flights. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_17268 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the first positive position of a random walker Godrèche, Claude Luck, Jean-Marc Statistical Mechanics Probability The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of this distribution, focusing particularly on its moments and asymptotic tail behaviour, in the case where the step distribution is continuous and symmetric, encompassing both diffusive random walks and Lévy flights. |
| title | On the first positive position of a random walker |
| topic | Statistical Mechanics Probability |
| url | https://arxiv.org/abs/2501.17268 |