Universal Order Statistics for Random Walks & Lévy Flights
Benjamin De Bruyne, Satya N. Majumdar, Grégory Schehr
Topics & Concepts
PhysicsOrder (exchange)CombinatoricsDistribution (mathematics)Random walkMathematical physicsStatisticsMathematical analysisMathematicsFinanceEconomicsDiffusion and Search DynamicsStochastic processes and statistical mechanicsRandom Matrices and Applications