Pickands’ constant at first order in an expansion around Brownian motion-Reference-Cited by-同舟云学术

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Pickands’ constant at first order in an expansion around Brownian motion

Published:2017-03-28 Issue:16 Volume:50 Page:16LT04
ISSN:1751-8113
Container-title:Journal of Physics A: Mathematical and Theoretical
language:
Short-container-title:J. Phys. A: Math. Theor.

Author:

Delorme Mathieu,Rosso Alberto,Wiese Kay Jörg

Funder

PSL Research University

Publisher

IOP Publishing

Subject

General Physics and Astronomy,Mathematical Physics,Modeling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics

Link

http://stacks.iop.org/1751-8121/50/i=16/a=16LT04/pdf

Reference24 articles.

1. Universal first-passage properties of discrete-time random walks and Lévy flights on a line: Statistics of the global maximum and records

2. Persistence and first-passage properties in nonequilibrium systems

3. Polymers on disordered trees, spin glasses, and traveling waves

4. Level-spacing distributions and the Airy kernel

5. Probability Distribution of the Maximum of a Smooth Temporal Signal

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3. Extremes in Other Correlated Systems;Statistics of Extremes and Records in Random Sequences;2024-06-20

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