Accurately approximating extreme value statistics

DOI10.1088/1751-8121/ABF767MaRDI QIDQ5877265zbMATH OpenOpenAlexFDO

Authors Lior Zarfaty, Eli Barkai, David A. Kessler

Publication date 10 February 2023

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

Full work available at URL https://arxiv.org/abs/2006.13677

zbMATH Keywords

extreme value theorylarge deviations theorylimiting distributionslow convergenceLambert scaling

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3065425 (Why is no real title available?)
• Applications of extreme value statistics in physics
• Condensation and extremes for a fluctuating number of independent random variables
• Distribution of extreme first passage times of diffusion
• Extreme value statistics of correlated random variables: a pedagogical review
• Large deviation principles for sequences of maxima and minima
• Large deviations of the maximum of independent and identically distributed random variables
• On the rate of convergence of normal extremes
• Statistical mechanics of logarithmic REM: duality, freezing and extreme value statistics of 1/f noises generated by Gaussian free fields
• Statistics of the longest interval in renewal processes
• Sur la distribution limite du terme maximum d'une série aléatoire
• Universality classes for extreme-value statistics

Cited in

(3)

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