New insights into the distribution of the topmost gap in random walks and Lévy flights

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Godrèche, Claude, Luck, Jean-Marc
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866908515915792384
author Godrèche, Claude
Luck, Jean-Marc
author_facet Godrèche, Claude
Luck, Jean-Marc
contents Building upon the knowledge of the distribution of the first positive position reached by a random walker starting from the origin, one can derive new results on the statistics of the gap between the largest and second-largest positions of the walk, and recover known ones in a more direct manner.
format Preprint
id arxiv_https___arxiv_org_abs_2502_18391
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle New insights into the distribution of the topmost gap in random walks and Lévy flights
Godrèche, Claude
Luck, Jean-Marc
Statistical Mechanics
Probability
Building upon the knowledge of the distribution of the first positive position reached by a random walker starting from the origin, one can derive new results on the statistics of the gap between the largest and second-largest positions of the walk, and recover known ones in a more direct manner.
title New insights into the distribution of the topmost gap in random walks and Lévy flights
topic Statistical Mechanics
Probability
url https://arxiv.org/abs/2502.18391