Extremal Segments in Random Sequences
arXiv:cond-mat/9408091 · doi:10.1088/0305-4470/27/24/001
Abstract
We investigate the probability for the largest segment in with total displacement in an -step random walk to have length . Using analytical, exact enumeration, and Monte Carlo methods, we reveal the complex structure of the probability distribution in the large limit. In particular, the size of the longest loop has a distribution with a square-root singularity at , an essential singularity at , and a discontinuous derivative at .
3 pages, REVTEX 3.0, with multicol.sty, epsf.sty and EPS figures appended via uufiles. (Email in case of trouble.) CHANGES: Missing figure added to figures.uu MIT-CMT-KE-94-1
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