Berlin 2015 – wissenschaftliches Programm

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TT: Fachverband Tiefe Temperaturen

TT 25: Brownian Motion and Transport (jointly with DY, CPP)

TT 25.1: Hauptvortrag

Montag, 16. März 2015, 15:00–15:30, BH-N 243

universal statistics of records in random sequences — •satya majumdar — cnrs, lptms, universite paris-sud, orsay, france

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.