Gap statistics close to the quantile of a random walk (Q5055662): Difference between revisions

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-.1088/1751-8121/ab2cf9
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+Grégory Schehr
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+Random-energy model: An exactly solvable model of disordered systems
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+Universality classes for extreme-value statistics
@@ Property / cites work: Universality classes for extreme-value statistics / rank @@
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+Exact solutions for the statistics of extrema of some random 1D landscapes, application to the equilibrium and the dynamics of the toy model
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+On the distribution of the length of the longest increasing subsequence of random permutations
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+Shape fluctuations and random matrices
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+Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
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+On the joint distribution of the maximum and its position of the Airy2 process minus a parabola
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+Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
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+Level-spacing distributions and the Airy kernel
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+Top eigenvalue of a random matrix: large deviations and third order phase transition
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+Precise asymptotics for a random walker’s maximum
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+Statistics of the maximal distance and momentum in a trapped Fermi gas at low temperature
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+Q3259350
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+Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
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+Branching Brownian motion conditioned on particle numbers
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+A branching random walk seen from the tip
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+Q5538132
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+Order Statistics of Partial Sums
@@ Property / cites work: Order Statistics of Partial Sums / rank @@
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+An elementary probability approach to fluctuation theory
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+The distribution of Brownian quantiles
@@ Property / cites work: The distribution of Brownian quantiles / rank @@
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+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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+A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift
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+Sample quantiles of stochastic processes with stationary and independent ents
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+A Path Transformation and its Applications to Fluctuation Theory
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+NIST digital library of mathematical functions
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@@ Property / DOI @@
+.1088/1751-8121/AB2CF9
@@ Property / DOI: 10.1088/1751-8121/AB2CF9 / rank @@
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