Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit

DOI10.1088/1751-8121/ab1ecaOpenAlexW3102086911WikidataQ127931378 ScholiaQ127931378MaRDI QIDQ5056234

David Hartich, Aljaž Godec

Publication date: 7 December 2022

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.00439

zbMATH Keywords

Fokker-Planck equationMarkov processesfirst passage timeextreme value theoryrecord statisticslarge deviation theoryeigenspectrum

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

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