New insights into the distribution of the topmost gap in random walks and Lévy flights
Claude Godrèche, Jean-Marc Luck
公開日: 2025/2/25
Abstract
Building upon the knowledge of the distribution of the first positive position reached by a random walker starting from the origin, one can derive new results on the statistics of the gap between the largest and second-largest positions of the walk, and recover known ones in a more direct manner.