Record ages of non-Markovian scale-invariant random walks.

ABSTRACT: How long is needed for an observable to exceed its previous highest value and establish a new record? This time, known as the age of a record plays a crucial role in quantifying record statistics. Until now, general methods for determining record age statistics have been limited to observations of either independent random variables or successive positions of a Markovian (memoryless) random walk. Here we develop a theoretical framework to determine record age statistics in the presence of memory effects for continuous non-smooth processes that are asymptotically scale-invariant. Our theoretical predictions are confirmed by numerical simulations and experimental realisations of diverse representative non-Markovian random walk models and real time series with memory effects, in fields as div

SUBMITTER: Regnier L 

PROVIDER: S-EPMC10562453 | biostudies-literature | 2023 Oct

REPOSITORIES: biostudies-literature