Extreme value and sum statistics of a family of correlated variables.
Extreme value and sum statistics of a family of correlated variables.
Speaker: Hernán Larralde Ridaura
Instituto de ciencias fisicas UNAM
Date: May 18th, 2023, 16:00 (GMT-6)
Audiorium Z of CUCEI. YouTube Link
Abstract
The statistics of the sum of iid variables, as well as their extreme value statistics are well understood.In the limit of large number of variables, the Central Limit theorem (and its extensions) on one hand, and Gnedenko's theorem on the other, tell us that these quantities are well described by one of a handful of universal distributions. In contrast, little is known about the corresponding statistics of correlated variables.In this talk I will discuss our results for the sum and extreme value statistics of a particular family of such variables.