相关论文: Universal fluctuations and extreme value statistic…
Experimentally, the phase of the amplitude for electron transmission through a quantum dot (transmission phase) shows the same pattern between consecutive resonances. Such universal behavior, found for long sequences of resonances, is…
We study here the random fluctuations in the number of critical points with values in an interval $I\subset \mathbb{R}$ for Gaussian spherical eigenfunctions $\left\{f_{\ell }\right\} $, in the high energy regime where $\ell \rightarrow…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
While averages and typical fluctuations often play a major role to understand the behavior of a non-equilibrium system, this nonetheless is not always true. Rare events and large fluctuations are also pivotal when a thorough analysis of the…
Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…
We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…
We study the propagation of waves in a medium in which the wave velocity fluctuates randomly in time. We prove that at long times, the statistical distribution of the wave energy is log-normal, with the average energy growing exponentially.…
We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…
We investigate the statistics of the most connected nodes in scale-free networks. For a scale-free network model with homogeneous nodes, we show by means of extensive simulations that the exponential truncation--due to the finite size of…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
In this paper, we view fluctuating fronts made of particles on a one-dimensional lattice as an extreme value problem. The idea is to denote the configuration for a single front realization at time $t$ by the set of co-ordinates…
We analyze a generic model where wounded quarks are amended with strings in which both end-point positions fluctuate in spatial rapidity. With the assumption that the strings emit particles independently of one another and with a uniform…
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…
The low temperature physics of disordered systems is governed by the statistics of extremely low energy states. It is thus rather important to discuss the possible universality classes for extreme value statistics. We compare the usual…
We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum…
We study analytically the distribution of the minimum of a set of hierarchically correlated random variables $E_1$, $E_2$, $...$, $E_N$ where $E_i$ represents the energy of the $i$-th path of a directed polymer on a Cayley tree. If the…
The extreme statistics of time signals is studied when the maximum is measured from the initial value. In the case of independent, identically distributed (iid) variables, we classify the limiting distribution of the maximum according to…
The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fr\'echet or a Gumbel extreme value distributions. I describe in this short review how to relate…
We consider the conditional galaxy density around each galaxy, and study its fluctuations in the newest samples of the Sloan Digital Sky Survey Data Release 7. Over a large range of scales, both the average conditional density and its…
Extreme Value Theory plays an important role to provide approximation results for the extremes of a sequence of independent random variables when their distribution is unknown. An important one is given by the {generalised Pareto…