Accurately approximating extreme value statistics
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Publication:5877265
DOI10.1088/1751-8121/ABF767OpenAlexW3037275455MaRDI QIDQ5877265FDOQ5877265
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
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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/f noises 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
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