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Title: Record statistics of continuous time random walk
Authors: Sabhapandit, Sanjib
Keywords: Anomalous Diffusion
Breaking Records
Weather Records
Issue Date: Apr-2011
Publisher: IOP Publishing Ltd.
Citation: Europhysics Letters, 2011, Vol.94, p20003
Abstract: The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the statistics depend crucially on the nature of the waiting-time distribution. The probability of finding M records within a given time duration t, for large t, has a scaling form, and the exact scaling function is obtained in terms of the one-sided Levy stable distribution. The mean of the ages of the records, defined as < t/M >, differs from t/< M >. The asymptotic behaviour of the shortest and the longest ages of the records are also studied.
Description: Restricted Access. An open-access version is available at (one of the alternative locations)
ISSN: 0295-5075
1286-4854 (online)
Alternative Location: 10.1209/0295-5075/94/20003
Copyright: 2011 IOP Publishing Ltd.
Appears in Collections:Research Papers (TP)

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