Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2009-10-26
J. Stat. Mech. P01009 (2010)
Physics
Condensed Matter
Statistical Mechanics
24 pages, 5 figures
Scientific paper
10.1088/1742-5468/2010/01/P01009
We use the Real Space Renormalization Group (RSRG) method to study extreme value statistics for a variety of Brownian motions, free or constrained such as the Brownian bridge, excursion, meander and reflected bridge, recovering some standard results, and extending others. We apply the same method to compute the distribution of extrema of Bessel processes. We briefly show how the continuous time random walk (CTRW) corresponds to a non standard fixed point of the RSRG transformation.
Doussal Pierre Le
Schehr Gregory
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