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Extreme Value Statistics

2009
This is a short introduction to Extreme Value Statistics.
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EXTREME VALUE STATISTICS FOR DETERMINISTIC DYNAMICAL SYSTEMS

International Journal of Bifurcation and Chaos, 2011
The cumulative distribution function (CDF) of the maximum in a time series generated by different kinds of deterministic dynamics is computed, in the framework of prototypical models of such dynamics. This CDF is shown to be significantly different in form from that of the maximum in a sequence of identically distributed random variables.
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Domains and Extreme-Value Statistics

Journal of Applied Physics, 1961
Consider a ferromagnetic crystal at small fields. In a domain of type i (i = 1, 2,…,n), the spontaneous magnetization lies along the ith direction of easy magnetization; the free-energy density associated with externally controlled fields is Ei, and that associated with random internal forces is εi, Postulate: at each point, ε1, ε2, …, εn are ...
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Extreme-value statistics in nonlinear optics

Optics Letters
We show that, although nonlinear optics may give rise to a vast multitude of statistics, all these statistics converge, in their extreme-value limit, to one of a few universal extreme-value statistics. Specifically, in the class of polynomial nonlinearities, such as those found in the Kerr effect, weak-field harmonic generation, and multiphoton ...
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A Use of Extreme-Value Statistics

Journal of Quality Technology, 1969
Most acceptance testing is concerned with estimating the mean or the mean and variability of a product. However, there are many occasions where the maximum or minimum value of a product is of primary concern. If it can be determined that the product app..
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Extreme Weather and Climate Change: Population Health and Health System Implications

Annual Review of Public Health, 2021
Katie Hayes   +2 more
exaly  

Statistics of the extreme events with extreme value theory

Measuring the probability of extreme space weather events poses a challenge due to their infrequency. However, these rare events significantly and extensively impact various facilities in modern society. Extreme space weather events from the Sun have the potential to push the magnetosphere into an extreme state, where electromagnetic fields and ...
Si Chen, Hong Yuan, Yong Wei
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