Renormalization flow for extreme value statistics of random variables raised to a varying power

DOI10.1088/1751-8113/45/11/115004zbMath1241.82036arXiv1112.2965OpenAlexW3098082820MaRDI QIDQ5388914

Florian Angeletti, Patrice Abry, Eric Bertin

Publication date: 24 April 2012

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

Full work available at URL: https://arxiv.org/abs/1112.2965

zbMATH Keywords

extreme value statisticsrenormalization approach

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Renormalization group methods in equilibrium statistical mechanics (82B28)

Related Items (4)

Extreme value statistics of correlated random variables: a pedagogical review ⋮ Strong disorder RG approach -- a short review of recent developments ⋮ Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value ⋮ Real-space renormalization for disordered systems at the level of large deviations

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