Published May 8, 2015
| Version v1
Journal article
Applications of extreme value statistics in physics
Creators
- 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/10.1088/1751-8113/48/18/183001Additional details
Identifiers
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