An elementary renormalization-group approach to the generalized central limit theorem and extreme value distributions

DOI10.1088/1742-5468/ab5b8czbMath1459.60057arXiv1908.03580OpenAlexW3101781202MaRDI QIDQ5856226

Ariel Amir

Publication date: 25 March 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.03580

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Renormalization group methods in equilibrium statistical mechanics (82B28)

Related Items (1)

Renormalization group and fractional calculus methods in a complex world: a review

Cites Work

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• Generalized central limit theorem and renormalization group
• Large deviations of the maximum of independent and identically distributed random variables
• Multidimensional Lévy walk and its scaling limits
• Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks
• On the concentration of large deviations for fat tailed distributions, with application to financial data
• Applications of extreme value statistics in physics
• First Steps in Random Walks
• Renormalization group and probability theory

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