Finite-size scaling in extreme statistics.

@article{Gyrgyi2008FinitesizeSI,
  title={Finite-size scaling in extreme statistics.},
  author={G{\'e}za Gy{\"o}rgyi and Nicholas R. Moloney and K. Ozog{\'a}ny and Zolt{\'a}n R{\'a}cz},
  journal={Physical review letters},
  year={2008},
  volume={100 21},
  pages={210601}
}
We study the deviations from the limit distributions in extreme value statistics arising due to the finite size (FS) of data sets. A renormalization method is introduced for the case of independent, identically distributed (iid) variables, showing that the iid universality classes are subdivided according to the exponent of the FS convergence, which determines the leading order FS shape correction function as well. It is found that, for the correlated systems of subcritical percolation and 1/f… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.
6 Citations
8 References
Similar Papers

References

Publications referenced by this paper.
Showing 1-8 of 8 references

Extreme Value Theory: An Introduction (Springer

  • L. de Haan, A. Ferreira
  • New York,
  • 2006
2 Excerpts

Phys

  • S. N. Majumdar, A. Comtet
  • Rev. Lett. 92, 225501
  • 2004

Adv

  • R. W. Katz, M. B. Parlange, P. Naveau
  • Water Resour. 25, 1287
  • 2002
1 Excerpt

A 30

  • J.-P. Bouchaud, M. Mézard, J. Phys
  • 7997
  • 1997
1 Excerpt

and T

  • P. Embrecht, C. Klüppelberg
  • Mikosch, Modelling Extremal Events for Insurance…
  • 1997
1 Excerpt

The Asymptotic Theory of Extreme Value Statistics

  • J. Galambos
  • 1978
1 Excerpt

Ann

  • S. M. Berman
  • Math. Stat. 35, 502
  • 1964
2 Excerpts

Proc

  • R. Fisher, L. Tippett
  • Cambridge Philos. Soc. 24, 180
  • 1928
2 Excerpts

Similar Papers

Loading similar papers…