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dc.contributor.authorCalvo, Iván
dc.contributor.authorCuchí Oterino, J. C.
dc.contributor.authorEsteve, J. G.
dc.contributor.authorFalceto, Fernando
dc.date.accessioned2013-01-28T14:26:00Z
dc.date.available2013-01-28T14:26:00Z
dc.date.issued2012
dc.identifier.issn1539-3755
dc.identifier.urihttp://hdl.handle.net/10459.1/46424
dc.description.abstractIn the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. The vast majority of the literature on the subject deals with affine normalization. We argue that more general normalizations are natural from a mathematical and physical point of view and work them out. The problem is approached using the language of renormalization-group transformations in the space of probability densities. The limit distributions are fixed points of the transformation and the study of its differential around them allows a local analysis of the domains of attraction and the computation of finite-size corrections.ca_ES
dc.language.isoengca_ES
dc.publisherAmerican Physical Societyca_ES
dc.relation.isformatofReproducció del document publicat a: https://doi.org/10.1103/PhysRevE.86.041109ca_ES
dc.relation.ispartofPhysical Review E, 2012, vol. 86, núm. 4, 041109(7)ca_ES
dc.rights(c) American Physical Society, 2012ca_ES
dc.subject.otherDistribució (Teoria de la probabilitat)ca_ES
dc.subject.otherProblemes de valor límitca_ES
dc.subject.otherEquacions diferencialsca_ES
dc.subject.otherFísica matemàticaca_ES
dc.titleExtreme-value distributions and renormalization groupca_ES
dc.typearticleca_ES
dc.identifier.idgrec018223
dc.type.versionpublishedVersionca_ES
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca_ES
dc.identifier.doihttps://doi.org/10.1103/PhysRevE.86.041109


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