We develop a comprehensive framework for analyzing full-record statistics, covering record counts M(t₁),M(t₂),..., their corresponding attainment times T_{M(t₁)},T_{M(t₂)},..., and the intervals until the next record. From this multiple-time distribution, we derive general expressions for various observables related to record dynamics, including the conditional number of records given the number observed at a previous time and the conditional time required to reach the current record given the occurrence time of the previous one. Our formalism is exemplified by a variety of stochastic processes, including biased nearest-neighbor random walks, asymmetric run-and-tumble dynamics, and random walks with stochastic resetting.
No takes yet. Share an insight, caveat, or question.
Régnier et al. (2024) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:
More from Physical review. E