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Accueil du site > Seminars > Séminaires théorie > Theory Club Vendredi 19 Septembre 2014 à 12:30 (salle 646A). Grégory Schehr: "Universal record statistics of random walks".

Theory Club Vendredi 19 Septembre 2014 à 12:30 (salle 646A). Grégory Schehr: "Universal record statistics of random walks"

Unless otherwise stated, seminars and defences take place at 11:30 in room 454A of Condorcet building.


"Universal record statistics of random walks"

Grégory Schehr

Abstract: After a brief review of the theory of records for independent and identically distributed random variables, I will present recent exact results which we have obtained for the statistics of records of a correlated time series generated by the positions of a random walker (RW) after N time steps. I will focus on the number of records R_N as well as on the ages of the longest and shortest lasting records, whose statistics can be computed exactly using first passage techniques. In particular, I will show how universality emerges from the Sparre Andersen theorem. I will also discuss further extensions to the case of RW with a drift as well as generalizations to records of multi-particle systems.

Vendredi 19 Septembre 2014 à 12:30 (salle 646A)


Contact : Équipe séminaires / Seminar team - Published on / Publié le 8 September 2014


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