Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks

DOI10.1088/1742-5468/2010/01/P01009zbMath1456.82405arXiv0910.4913MaRDI QIDQ3301119

Pierre Le Doussal, Grégory Schehr

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.4913

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Renormalization group methods in equilibrium statistical mechanics (82B28) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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