Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2001-04-02
Phys. Rev. E 64, 046121 (2001)
Physics
Condensed Matter
Statistical Mechanics
6 pages, 5 figures eps
Scientific paper
10.1103/PhysRevE.64.046121
We study analytically the distribution of the minimum of a set of hierarchically correlated random variables $E_1$, $E_2$, $...$, $E_N$ where $E_i$ represents the energy of the $i$-th path of a directed polymer on a Cayley tree. If the variables were uncorrelated, the minimum energy would have an asymptotic Gumbel distribution. We show that due to the hierarchical correlations, the forward tail of the distribution of the minimum energy becomes highly nnon universal, depends explicitly on the distribution of the bond energies $\epsilon$ and is generically different from the super-exponential forward tail of the Gumbel distribution. The consequence of these results to the persistence of hierarchically correlated random variables is discussed and the persistence is also shown to be generically anomalous.
Dean David S.
Majumdar Satya N.
No associations
LandOfFree
Extreme Value Statistics of Hierarchically Correlated Variables: Deviation from Gumbel Statistics and Anomalous Persistence does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Extreme Value Statistics of Hierarchically Correlated Variables: Deviation from Gumbel Statistics and Anomalous Persistence, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Extreme Value Statistics of Hierarchically Correlated Variables: Deviation from Gumbel Statistics and Anomalous Persistence will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-14949