Universality classes for extreme-value statistics

JP Bouchaud, M Mézard - Journal of Physics A: Mathematical …, 1997 - iopscience.iop.org
... with one particular universality class of extreme-value statistics, ie the Gumbel class, which
concerns ... is a priori no replica formalism), or bounded random variables (the Weibull distribution
of ... of correlations we can add to the REM without changing the universality class of the low ...

Universality classes for self-similarity of noiseless multidimensional Burgers turbulence and interface growth

SN Gurbatov - Physical Review E, 2000 - APS
... UNIVERSALITY CLASSES FOR SELF-SIMILARITY OF ... velocity probability distribution function
7. It is known that there are three types, known as the Frechet, Weibull, and ... A. Distributions with
a power-law tail: Frechet class Let us now assume that the cumulative probability distri ...

Extreme value problems in random matrix theory and other disordered systems

G Biroli, JP Bouchaud, M Potters - Journal of Statistical …, 2007 - iopscience.iop.org
... random variables, one does not expect the result to belong to any of the well known
Gumbel–Fisher–Tippett, Weibull and Fréchet ... energy of low lying states might be of the form E
0 + e α , where E 0 is indeed Fréchet but common to all states, and a Gumbel residue e α ...

Records in a changing world

J Krug - Journal of Statistical Mechanics: Theory and …, 2007 - iopscience.iop.org
... fall into three distinct universality classes, which are largely analogous to the well-known
asymptotic laws of extreme value statistics for distributions with exponential-like tails (Gumbel),
bounded support (Weibull) and power law tails (Fréchet), respectively [14, 15 ...

Correlations between record events in sequences of random variables with a linear trend

G Wergen, J Franke, J Krug - Journal of Statistical Physics, 2011 - Springer
... to the three different universality classes of extreme value theory, the classes of Weibull, Gumbel
and Fréchet [10, 28, 29]. For each of these classes we will analyze the correlations in the LDM
for a few exemplary distributions, starting with the Weibull class, and summarize the ...

Extremum statistics in scale-free network models

AA Moreira, JS Andrade Jr, LAN Amaral - Physical review letters, 2002 - APS
... Nonetheless, our results suggest that the asymptotic dis- tribution of maxima approaches the
Frechet statistics as the ... amaral@northwestern.edu URL: http://amaral.chem-eng.northwestern.
edu [1] EJ Gumbel, Statistics of ... [15] A third case, known as Weibull distribution, occurs ...

Sample-to-sample fluctuations and bond chaos in the m-component spin glass

T Aspelmeier, A Braun - Physical Review B, 2010 - APS
... classic results of extreme value theory state that such extremal events follow one of three possible
limiting distri- butions the Weibull, Gumbel, or Fréchet distribution ... This shows that the large-m
spin glass does not belong to any of the four universality classes and probably to a ...

[CITATION][C] Exact record and order statistics of random walks via first-passage ideas

G Schehr, SN Majumdar - arXiv preprint arXiv:1305.0639, 2013 - World Scientific

On the top eigenvalue of heavy-tailed random matrices

G Biroli, JP Bouchaud, M Potters - EPL (Europhysics Letters), 2007 - iopscience.iop.org
... is interesting as it constitutes one of the rare exactly solvable cases in extreme value statistics
for strongly correlated random variables (the eigenvalues of a random matrix), generalizing in
a non-trivial way the Gumbel-Fisher-Tippett, Weibull and Fréchet cases [2 ...

Driven particle in a random landscape: Disorder correlator, avalanche distribution, and extreme value statistics of records

P Le Doussal, KJ Wiese - Physical Review E, 2009 - APS
... For uncorrelated forces one finds three universality classes, corresponding to the three extreme
value statistics, Gumbel, Weibull, and Fréchet. ... force, ie, we find the three main universality classes
of ex- treme value statistics: The Gumbel, Weibull, and Frechet dis- tribution. ...

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