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Paper detail

Record statistics for a discrete-time random walk with correlated steps

The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise to super-diffusivity and transience. Various quantities related to record statistics are calculated exactly, highlighting important differences in behaviour from the simple random walk with independent steps.

preprint2021arXivOpen access
Michael J. Kearney
cond-mat.stat-mechmath.PR
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Michael J. Kearney

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