Accurately approximating extreme value statistics

DOI10.1088/1751-8121/ABF767OpenAlexW3037275455MaRDI QIDQ5877265FDOQ5877265

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

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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)

Cites Work

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• Sur la distribution limite du terme maximum d'une série aléatoire
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• On the rate of convergence of normal extremes
• Statistical mechanics of logarithmic REM: duality, freezing and extreme value statistics of 1/fnoises generated by Gaussian free fields
• Applications of extreme value statistics in physics
• Large deviations of the maximum of independent and identically distributed random variables
• Statistics of the longest interval in renewal processes
• Universality classes for extreme-value statistics
• Extreme value statistics of correlated random variables: a pedagogical review
• Large Deviation Principles for Sequences of Maxima and Minima
• Distribution of extreme first passage times of diffusion
• Condensation and extremes for a fluctuating number of independent random variables

Cited In (2)

• Slowest first passage times, redundancy, and menopause timing
• Generalized extreme value statistics and sum of correlated variables

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