Abstract
We develop a framework to determine the complete statistical behavior of a fundamental quantity in the theory of random walks, namely, the probability that n_{1},n_{2},n_{3},... distinct sites are visited at times t_{1},t_{2},t_{3},.... From this multiple-time distribution, we show that the visitation statistics of one-dimensional random walks are temporally correlated, and we quantify the non-Markovian nature of the process. We exploit these ideas to derive unexpected results for the two-time trapping problem and to determine the visitation statistics of two important stochastic processes, the run-and-tumble particle and the biased random walk.
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