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cond-mat.stat-mech2014★ 33 cited
On the Gap and Time Interval between the First Two Maxima of Long Random Walks
Satya N. Majumdar, Philippe Mounaix, Gregory Schehr
In the context of order statistics of discrete time random walks (RW), we investigate the statistics of the gap, , and the number of time steps, , between the two highest…
math-ph2014
Quasi-deterministic properties of random Gaussian fields constrained by a large quadratic form
Philippe Mounaix
Completing the study initiated by Mounaix and Collet [J. Stat. Phys. {\bf 143}, 139-147 (2011)], we investigate the realizations of a Gaussian random field in the limit where a giv…