Record statistics for random walk bridges
Work
Year: 2015
Type: article
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 w... more
Institutions Institut de Physique Théorique, Commissariat à l'Énergie Atomique et aux Énergies Alternatives, CEA Paris-Saclay, Centre National de la Recherche Scientifique, Laboratoire de Physique Théorique et Modèles Statistiques +1 more
Cites: 43
Cited by: 17
Related to: 10
FWCI: 0.714
Citation percentile (by year/subfield): 94.27
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green