Extreme order statistics
β Scribed by Wolfhard Janke; Bernd A. Berg; Alain Billoire
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 265 KB
- Volume
- 119
- Category
- Article
- ISSN
- 0920-5632
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β¦ Synopsis
Extreme order statistics has recently been conjectured to be of relevance for a large class of correlated systems, including critical phenomena, turbulent flow problems, some self-organized systems, percolation and other models of lattice field theory. For certain probability densities the theory predicts the characteristic large I fall-off behavior f(z) 0; exp(-ae2), a > 0, usually called Gumbel's first asymptote. Using the multi-overlap algorithm we have tested this prediction over many decades for the overlap distribution P(q) of (i) the Edwards-Anderson Ising spin glass and (ii) the standard Ising model in three dimensions.
π SIMILAR VOLUMES
In this paper, prediction bounds for the order statistics are dealt with. For this purpose, predictive dietributions derived by Bayesian approach, are utilized. In particular, bounds for the smallest and the largest order statistics are set when a series of samples are drawn from exponential, Pareto