Universal Statistics of Records in Random Sequences
Satya Majumdar
Mon, Oct. 13th 2014, 14:00-15:00
Salle Claude Itzykson, Bât. 774, Orme des Merisiers
Records are rather common in everyday life: we are always talking of record rainfall, record temperature, records in sports and stock prices etc. When the random sequence consists of independent random variables, the record statistics is well known. In this talk, I'll discuss the record statistics in a strongly correlated random walk sequence and show that they are universal, i.e., independent of the noise (jump) distribution. Several applications and extensions will be discussed--such as the effect of a constant drift and the effect of measurement errors.
Contact : Marco SCHIRO


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