140 citations · 649 across the 11 of their papers we have counts for
11 papers
Modeling record-breaking stock prices
Gregor Wergen
We study the statistics of record-breaking events in daily stock prices of 366 stocks from the Standard and Poors 500 stock index. Both the record events in the daily stock prices…
Records in stochastic processes -- Theory and applications
Gregor Wergen
In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of th…
Record occurrence and record values in daily and monthly temperatures
Gregor Wergen, Andreas Hense, Joachim Krug
We analyze the occurrence and the values of record-breaking temperatures in daily and monthly temperature observations. Our aim is to better understand and quantify the statistics…
Record statistics and persistence for a random walk with a drift
Satya N. Majumdar, Gregory Schehr, Gregor Wergen
We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a…
Rounding Effects in Record Statistics
G. Wergen, D. Volovik, S. Redner +1
We analyze record-breaking events in time series of continuous random variables that are subsequently discretized by rounding down to integer multiples of a discretization scale $Δ…
Record Statistics for Multiple Random Walks
Gregor Wergen, Satya N. Majumdar, Gregory Schehr
We study the statistics of the number of records R_{n,N} for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origi…