Extreme Value Statistics: An overview and perspectives

QUEST Center event
No
Speaker
Satya Majumdar
Date
29/06/2021 - 20:00 - 19:00Add to Calendar 2021-06-29 19:00:00 2021-06-29 20:00:00 Extreme Value Statistics: An overview and perspectives https://huji.zoom.us/j/88092252867?pwd=aWpRa3RPVGorYjBWa2MwMllsaFJIdz09…   Abstract: 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 has applications in climate, finance, sports, all the way to physics of disordered systems where one is interested in the statistics of the ground state energy. While the EVS of `uncorrelated' variables is well understood, very few results are known for strongly correlated random variables. Only recently this subject has gained much importance both in statistical physics and in probability theory. In this talk, I will give an overview and perspectives on this interdisciplinary and rapidly evolving area of research. Zoom Link in abstract המחלקה לפיזיקה physics.dept@mail.biu.ac.il Asia/Jerusalem public
Place
Zoom Link in abstract
Abstract

https://huji.zoom.us/j/88092252867?pwd=aWpRa3RPVGorYjBWa2MwMllsaFJIdz09…

 

Abstract: 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 has applications in climate, finance, sports, all the way to physics of disordered systems where one is interested in the statistics of the ground state energy. While the EVS of `uncorrelated' variables is well understood, very few results are known for strongly correlated random variables. Only recently this subject has gained much importance both in statistical physics and in probability theory. In this talk, I will give an overview and perspectives on this interdisciplinary and rapidly evolving area of research.

תאריך עדכון אחרון : 22/06/2021