Records for the number of distinct sites visited by a random walk on the fully-connected lattice
arXiv:1505.04616 · doi:10.1088/1751-8113/48/44/445001
Abstract
We consider a random walk on the fully-connected lattice with sites and study the time evolution of the number of distinct sites visited by the walker on a subset with sites. A record value is obtained for at a record time when the walker visits a site of the subset for the first time. The record time is a partial covering time when and a total covering time when . The probability distributions for the number of records , the record value and the record (covering) time , involving -Stirling numbers, are obtained using generating function techniques. The mean values, variances and skewnesses are deduced from the generating functions. In the scaling limit the probability distributions for and lead to the same Gaussian density. The fluctuations of the record time are also Gaussian at partial covering, when . They are distributed according to the type-I Gumbel extreme-value distribution at total covering, when . A discrete sequence of generalized Gumbel distributions, indexed by , is obtained at almost total covering, when . These generalized Gumbel distributions are crossing over to the Gaussian distribution when increases.
26 pages, 6 figures, 45 references
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Cited by in corpus (4)
- Record statistics of a strongly correlated time series: random walks and Lévy flights
- Exact distributions of cover times for independent random walkers in one dimension
- Reaction-diffusion on the fully-connected lattice:
- Two-species diffusion-annihilation process on the fully-connected lattice: probability distributions and extreme value statistics