Extreme value statistics of correlated random variables: a pedagogical review

SN Majumdar, A Pal, G Schehr - Physics Reports, 2020 - Elsevier
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the
minimum of a set of random variables. This is an important problem for any time-series and …

Extremal statistics for stochastic resetting systems

P Singh, A Pal - Physical Review E, 2021 - APS
While averages and typical fluctuations often play a major role in understanding the
behavior of a nonequilibrium system, this nonetheless is not always true. Rare events and …

Extreme value statistics and arcsine laws for heterogeneous diffusion processes

P Singh - Physical Review E, 2022 - APS
Heterogeneous diffusion with a spatially changing diffusion coefficient arises in many
experimental systems such as protein dynamics in the cell cytoplasm, mobility of cajal …

Record statistics of a strongly correlated time series: random walks and Lévy flights

C Godreche, SN Majumdar… - Journal of Physics A …, 2017 - iopscience.iop.org
We review recent advances on the record statistics of strongly correlated time series, whose
entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of …

Extremal statistics for a resetting Brownian motion before its first-passage time

W Guo, H Yan, H Chen - Physical Review E, 2023 - APS
We study the extreme value statistics of a one-dimensional resetting Brownian motion (RBM)
till its first passage through the origin starting from the position x 0 (> 0). By deriving the exit …

[HTML][HTML] Superstatistical model of bacterial DNA architecture

MI Bogachev, OA Markelov, AR Kayumov, A Bunde - Scientific reports, 2017 - nature.com
Understanding the physical principles that govern the complex DNA structural organization
as well as its mechanical and thermodynamical properties is essential for the advancement …

Discrete sampling of extreme events modifies their statistics

L Zarfaty, E Barkai, DA Kessler - Physical Review Letters, 2022 - APS
Extreme value (EV) statistics of correlated systems are widely investigated in many fields,
spanning the spectrum from weather forecasting to earthquake prediction. Does the …

Extreme value theory for constrained physical systems

M Höll, W Wang, E Barkai - Physical Review E, 2020 - APS
We investigate extreme value theory for physical systems with a global conservation law
which describes renewal processes, mass transport models, and long-range interacting spin …

Fluctuation-dominated phase ordering at a mixed order transition

M Barma, SN Majumdar… - Journal of Physics A …, 2019 - iopscience.iop.org
Mixed order transitions are those which show a discontinuity of the order parameter as well
as a divergent correlation length at the transition (critical) point. We show that the behavior of …

Accurately approximating extreme value statistics

L Zarfaty, E Barkai, DA Kessler - Journal of Physics A …, 2021 - iopscience.iop.org
We consider the extreme value statistics of N independent and identically distributed
random variables, which is a classic problem in probability theory. When N→∞, fluctuations …