Extreme value statistics of correlated random variables: a pedagogical review (Q2187814)

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English	Extreme value statistics of correlated random variables: a pedagogical review	scientific article

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scholarly article

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Extreme value statistics of correlated random variables: a pedagogical review (English)

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Satya N. Majumdar

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Grégory Schehr

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Physics Reports

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publication date

3 June 2020

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full work available at URL

https://arxiv.org/abs/1910.10667

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zbMATH Keywords

extreme value

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random variables

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MaRDI profile type

MaRDI publication profile

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Universality classes for extreme-value statistics

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Generalized extreme value statistics and sum of correlated variables

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Records in a changing world

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Universal Record Statistics of Random Walks and Lévy Flights

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Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function

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Endpoint distribution of directed polymers in \(1 + 1\) dimensions

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Non-intersecting Brownian walkers and Yang-Mills theory on the sphere

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Record statistics of a strongly correlated time series: random walks and Lévy flights

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Order Statistics

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Limit Theorems for the Maximum Term in Stationary Sequences

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Statistical Theory of the Energy Levels of Complex Systems. I

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.PHYSREP.2019.10.005

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Mathematics(1 entry)

mardi Publication:2187814

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