On the Gap and Time Interval between the First Two Maxima of Long Random Walks
Satya N. Majumdar 1 Philippe Mounaix 2 Gregory Schehr 1 Journal of Statistical Mechanics, 2014, pp.P09013 In the context of order statistics of discrete time random walks (RW), we investigate the statistics of the gap, $G_n$, and the number of time steps, $L_n$, between the two highest positions of a Markovian one-dimensional random walker, starting […]
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