140 citations · 649 across the 11 of their papers we have counts for
5 papers · 1 filter
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 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…
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…
Correlations between record events in sequences of random variables with a linear trend
Gregor Wergen, Jasper Franke, Joachim Krug
The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic i…
Records and sequences of records from random variables with a linear trend
Jasper Franke, Gregor Wergen, Joachim Krug
We consider records and sequences of records drawn from discrete time series of the form , where the are independent and identically distributed random vari…