Related papers: Renormalization flow in extreme value statistics
In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show,…
We present a renormalization group (RG) approach to explain universal features of extreme statistics, applied here to independent, identically distributed variables. The outlines of the theory have been described in a previous Letter, the…
The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…
Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power q(n) that varies monotonically with the sample size n.…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
In the present work we shall describe and apply the techniques of the Renormalization Group - based in data rescaling and operator renormalizing - and of Homogenization - that substitutes, in a certain limit, a periodically inhomogeneous…
An exact functional renormalization group flow equation is derived for the divergence functional which is a generalization of the Kullback-Leibler divergence to quantum field theories in the Euclidean domain. It compares distributions with…
We apply the functional renormalization group theory to the dynamics of first-order phase transitions and show that a potential with all odd-order terms can describe spinodal decomposition phenomena. We derive a momentum-dependent dynamic…
Self-consistent new renormalization group flow equations for an O(N)-symmetric scalar theory are approximated in next-to-leading order of the derivative expansion. The Wilson-Fisher fixed point in three dimensions is analyzed in detail and…
The exact renormalization group is applied to a nonlinear diffusion equation with a discontinuous diffusion coefficient. The generating functional of the solution for the initial-value problem of nonlinear diffusion equations is first…
A metric is introduced on the space of parameters (couplings) describing the large N limit of the O(N) model in Euclidean space. The geometry associated with this metric is analysed in the particular case of the infinite volume limit in 3…
Exact renormalization group techniques are applied to mass deformed N=4 supersymmetric Yang-Mills theory, viewed as a regularised N=2 model. The solution of the flow equation, in the local potential approximation, reproduces the one-loop…
Renormalization Group flows relate the values of couplings at different scales. Here, we go beyond the Renormalization Group flow of individual trajectories and derive an evolution equation for a distribution on the space of couplings. This…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
Large-$N$ renormalization group equations for one- and two-matrix models are derived. The exact renormalization group equation involving infinitely many induced interactions can be rewritten in a form that has a finite number of coupling…
The perturbative renormalization of the Ginzburg-Landau model is reconsidered based on the Feynman diagram technique. We derive renormalization group (RG) flow equations, exactly calculating all vertices appearing in the perturbative…
Within the exact renormalisation group, the scaling solutions for O(N) symmetric scalar field theories are studied to leading order in the derivative expansion. The Gaussian fixed point is examined for d>2 dimensions and arbitrary infrared…
In this paper we present an efficient numerical approach based on the Renormalization Group method for the computation of self-similar dynamics. The latter arise, for instance, as the long-time asymptotic behavior of solutions to nonlinear…
We study the renormalization group flow of $\mathbb{Z}_2$-invariant supersymmetric and non-supersymmetric scalar models in the local potential approximation using functional renormalization group methods. We focus our attention to the fixed…
The functional flow equations for the Legendre effective action, with respect to changes in a smooth cutoff, are approximated by a derivative expansion; no other approximation is made. This results in a set of coupled non-linear…