140 citations · 649 across the 11 of their papers we have counts for
Showing 2011Show all
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physics.data-an2011★ 33 cited
Correlations of record events as a test for heavy-tailed distributions
J. Franke, G. Wergen, J. Krug
A record is an entry in a time series that is larger or smaller than all previous entries. If the time series consists of independent, identically distributed random variables with…
cond-mat.stat-mech2011★ 18 cited
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…
q-fin.ST2011★ 82 cited
Record statistics for biased random walks, with an application to financial data
Gregor Wergen, Miro Bogner, Joachim Krug
We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed…