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For the power-law tail p(x)∼ x−(1+α), recall, bN∼ N1/α→ ∞ as N→ ∞ [see Eq

bN→ 0 as N→ ∞, for δ > 1

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Extremes and Records

cond-mat.stat-mech · 2019-07-01 · unverdicted · novelty 0.0

Lecture notes summarizing standard limit laws for maxima and record statistics in i.i.d. sequences and random walks.

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  • Extremes and Records cond-mat.stat-mech · 2019-07-01 · unverdicted · none · ref 17

    Lecture notes summarizing standard limit laws for maxima and record statistics in i.i.d. sequences and random walks.