Data di Pubblicazione:
2022
Abstract:
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.
Tipologia CRIS:
Articolo su Rivista
Keywords:
extreme value; stationary states; first passage
Elenco autori:
Artuso, R.; Onofri, M.; Pozzoli, G.; Radice, M.
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