Extreme Value Statistics: An overview and perspectives

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.

Part of the NSCS webinar series

https://softmatterisrael.wixsite.com/nscs