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The first, the biggest, and other such considerations

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Abstract

We investigate the relation between the underlying dynamics of randomly evolv ing systems and the extrema statistics for such systems. Independent processes, Fokker-Planck processes and Lévy processes are considered.

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Authors and Affiliations

  1. Department of Chemistry, University of California at San Diego, 92093, La Jolla, California

    Katja Lindenberg

  2. Center for Studies of Nonlinear Dynamics, affiliated with the University of California, San Diego, La Jolla Institute, 3252 Holiday Court, Suite 208, 92037, La Jolla, California

    Bruce J. West

Authors
  1. Katja Lindenberg
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  2. Bruce J. West
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Lindenberg, K., West, B.J. The first, the biggest, and other such considerations. J Stat Phys 42, 201–243 (1986). https://doi.org/10.1007/BF01010847

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