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Maxima of Two Random Walks : Universal Statistics of Lead Changesold_uid | 10708 |
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title | Maxima of Two Random Walks : Universal Statistics of Lead Changes |
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start_date | 2016/01/15 |
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schedule | 11h |
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online | no |
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summary | We 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... |
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responsibles | Nazaret, Randon-Furling |
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