Published May 8, 2015 | Version v1
Journal article

Applications of extreme value statistics in physics

  • 1. Institut Jean Lamour, Groupe de Physique Statistique, Département de Physique de la Matièreet des Matériaux, CNRS-UMR 7198, Vandoeuvre-lès-Nancy, F-54506 (France)
  • 2. Laboratoire Charles Coulomb, CNRS-UMR 5221 and Université de Montpellier, Place Eugène Bataillon CC 069, F-34095 Montpellier Cedex 5 (France)

Description

We present a descriptive review of physical problems dealing with extreme values in several fields of physics. We consider different physical situations involving random variables that are correlated or not, and study the statistics of extremal variables, which is relevant for situations where height fluctuations, catastrophic events such as material failure, or power outrage occur. We describe the general theory and relate the cumulative limit distributions that can be accessible in experiments to microscopic models. In many cases however, the random variables are correlated, in interface problems for example, and the characteristics of the interaction are revealed in the asymptotic behavior of the limit distribution. (topical review)

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8113/48/18/183001

Additional details

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
48
Journal Issue
18
Journal Page Range
[35 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
47068673
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ASYMPTOTIC SOLUTIONS; DISTRIBUTION; FAILURES; FLUCTUATIONS; HEIGHT; INTERACTIONS; INTERFACES; RANDOMNESS; REVIEWS; STATISTICS
Descriptors DEC
DIMENSIONS; DOCUMENT TYPES; MATHEMATICAL SOLUTIONS; MATHEMATICS; VARIATIONS