Generalized extreme value statistics and sum of correlated variables
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Publication:5478347
DOI10.1088/0305-4470/39/24/001zbMath1119.62044arXivcond-mat/0601189OpenAlexW2120171986MaRDI QIDQ5478347
Publication date: 13 July 2006
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0601189
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
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