Maxima of Two Random Walks : Universal Statistics of Lead Changes

old_uid10708
titleMaxima of Two Random Walks : Universal Statistics of Lead Changes
start_date2016/01/15
schedule11h
onlineno
summaryWe investigate statistics of lead changes of the maxima of two random walks in one dimension. We show that the average number of lead changes grows as (1/n) ln(t) in the long-time limit. We present theoretical and numerical evidence that this asymptotic behavior is universal. Specifically, this behavior is independent of the jump distribution : the same asymptotic underlies standard Brownian motion and symmetric Lévy flights...
responsiblesNazaret, Randon-Furling