Scaling exponents for ordered maxima
نویسندگان
چکیده
منابع مشابه
Scaling exponents for ordered maxima.
We study extreme value statistics of multiple sequences of random variables. For each sequence with N variables, independently drawn from the same distribution, the running maximum is defined as the largest variable to date. We compare the running maxima of m independent sequences and investigate the probability S(N) that the maxima are perfectly ordered, that is, the running maximum of the fir...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2015
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.92.062139