Abstract
Statistical physics obviously bears some strong connection with probability theory. Indeed, the very basis of statistical physics is to associate a probability to each microscopic configuration of a system. When dealing with dynamics, the mathematical theory of stochastic Markov processes also plays a central role, as we have seen in Sect. 2.1. In this chapter, we wish to introduce some further aspects of probability theory which are of relevance to statistical physics, namely the properties of the sum and of the extreme values of a set of random variables.
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Bertin, E. (2016). A Probabilistic Viewpoint on Fluctuations and Rare Events. In: Statistical Physics of Complex Systems. Springer, Cham. https://doi.org/10.1007/978-3-319-42340-1_6
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DOI: https://doi.org/10.1007/978-3-319-42340-1_6
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