Extreme value statistics of positive recurrent centrally biased random walks

被引：8

作者：

Artuso, Roberto ^{[1
,2
,3
]}

Onofri, Manuele ^{[1
,2
]}

Pozzoli, Gaia ^{[1
,2
,3
]}

Radice, Mattia ^{[4
]}

机构：

[1] Univ Insubria, Dipartimento Sci & Alta Tecnol, Via Valleggio 11, I-22100 Como, Italy

[2] Univ Insubria, Ctr Nonlinear & Complex Syst, Via Valleggio 11, I-22100 Como, Italy

[3] Ist Nazl Fis Nucl, Sez Milano, Via Celoria 16, I-20133 Milan, Italy

[4] Max Planck Inst Phys Komplexer Syst, Nothnitzer Str 38, D-01187 Dresden, Germany

来源：

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT | 2022年 / 2022卷 / 10期

关键词：

extreme value; stationary states; first passage; NONHOMOGENEOUS RANDOM-WALKS; 1ST-PASSAGE PROPERTIES; PERSISTENCE; FREQUENCY; MAXIMUM;

D O I：

10.1088/1742-5468/ac98bd

中图分类号：

O3 [力学];

学科分类号：

08 ; 0801 ;

摘要：

We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking translational invariance, with a particular emphasis on the relation between the time scaling of the expected value of the maximum and the stationary distribution of the process.

引用

页数：29

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