Pages that link to "Item:Q5478347"
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The following pages link to Generalized extreme value statistics and sum of correlated variables (Q5478347):
Displayed 11 items.
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204) (← links)
- Extreme value statistics of correlated random variables: a pedagogical review (Q2187814) (← links)
- Fully synchronous solutions and the synchronization phase transition for the finite-<i>N</i> Kuramoto model (Q2944598) (← links)
- Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks (Q3301119) (← links)
- GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS (Q3528519) (← links)
- Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit (Q5056234) (← links)
- Condensation transition in large deviations of self-similar Gaussian processes with stochastic resetting (Q5093832) (← links)
- Rare events in stochastic processes with sub-exponential distributions and the big jump principle (Q5135099) (← links)
- (Q5159443) (← links)
- Records for the moving average of a time series (Q5856240) (← links)
- Dynamics of a randomly kicked particle (Q5877949) (← links)