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Extreme Value Statistics of Positive Recurrent Centrally Biased Random Walks by Artuso, Roberto; Onofri, Manuele; Pozzoli, Gaia; Radice, Mattia is a scholarly article available to read on EtoBox.

What is Extreme Value Statistics of Positive Recurrent Centrally Biased Random Walks about?

We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking translational invariance, with a particular emphasis on the relation between the time scaling of the expected value of the maximum and the stationary distribution of the process.

Author

Artuso, Roberto; Onofri, Manuele; Pozzoli, Gaia; Radice, Mattia

Published

2022

Language

EN