Renormalization group theory for finite-size scaling in extreme statistics

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

15 pages, 8 figures, to appear in Phys. Rev. E

Scientific paper

We present a renormalization group (RG) approach to explain universal features of extreme statistics, applied here to independent, identically distributed variables. The outlines of the theory have been described in a previous Letter, the main result being that finite-size shape corrections to the limit distribution can be obtained from a linearization of the RG transformation near a fixed point, leading to the computation of stable perturbations as eigenfunctions. Here we show details of the RG theory which exhibit remarkable similarities to the RG known in statistical physics. Besides the fixed points explaining universality, and the least stable eigendirections accounting for convergence rates and shape corrections, the similarities include marginally stable perturbations which turn out to be generic for the Fisher-Tippett-Gumbel class. Distribution functions containing unstable perturbations are also considered. We find that, after a transitory divergence, they return to the universal fixed line at the same or at a different point depending on the type of perturbation.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Renormalization group theory for finite-size scaling in extreme statistics 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 Renormalization group theory for finite-size scaling in extreme statistics, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Renormalization group theory for finite-size scaling in extreme statistics will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-637422

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.