Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit (Q5056234)
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scientific article; zbMATH DE number 7628391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit |
scientific article; zbMATH DE number 7628391 |
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Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit (English)
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7 December 2022
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first passage time
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record statistics
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extreme value theory
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Markov processes
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Fokker-Planck equation
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large deviation theory
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eigenspectrum
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