Universality classes for extreme value statistics
AbstractThe low temperature physics of disordered systems is governed by the statistics of extremely low energy states. It is thus rather important to discuss the possible universality classes for extreme value statistics. We compare the usual probabilistic classification to the results of the replica approach. We show in detail that one class of independent variables corresponds exactly to the so-called one step replica symmetry breaking solution in the replica language. This universality class holds if the correlations are sufficiently weak. We discuss the relation between the statistics of extremes and the problem of Burgers turbulence in decay.
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Bibliographic InfoPaper provided by Science & Finance, Capital Fund Management in its series Science & Finance (CFM) working paper archive with number 500043.
Date of creation: Jul 1997
Date of revision:
Publication status: Forthcoming in J. Phys. A
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- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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