Extreme value statistics of positive recurrent centrally biased random walks. (1st October 2022)

• Record Type: Journal Article
• Authors: Artuso, Roberto; Onofri, Manuele; Pozzoli, Gaia; Radice, Mattia
• Is Part Of: Journal of statistical mechanics. (2022:Oct.)
• Publication Date: 2022-10-01
• Subjects: extreme value -- stationary states -- first passage; Statistical mechanics -- Periodicals; Mechanics -- Statistical methods -- Periodicals; 530.1305
• DOI: 10.1088/1742-5468/ac98bd
• Languages: English
• ISSNs: 1742-5468

Abstract

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.