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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
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
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-02-13 (All new papers)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Gregory Schehr & Satya N. Majumdar, 2013. "Exact record and order statistics of random walks via first-passage ideas," Papers, arXiv.org 1305.0639, arXiv.org.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Marc Potters).
If references are entirely missing, you can add them using this form.