Full Record Statistics of 1d Random Walks

Abstract

We develop a comprehensive framework for analyzing full record statistics, covering record counts $M(t_1),M(t_2),\dots$, and their corresponding attainment times $T_{M(t_1)},T_{M(t_2)},\dots$, as well as the intervals until the next record. From this multiple-time distribution, we derive general expressions for various observables related to record dynamics, including the conditional number of records given the number observed at a previous time and the conditional time required to reach the current record, given the occurrence time of the previous one. Our formalism is exemplified by a variety of stochastic processes, including biased nearest-neighbor random walks, asymmetric run-and-tumble dynamics, and random walks with stochastic resetting.

16 pages, 5 figures