Extreme value statistics with an application to disordered systems
Extreme value statistics with an application to disordered systems
- Event time: 11:30am
- Event date: 21st May 2014
- Speaker: Dr Peter Mottishaw (School of Physics & Astronomy, University of Edinburgh)
- Location: Room 2511, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
Event details
Extreme value statistics have been used in a wide variety of fields where extreme events are of critical importance. These include problems such as economics or financial risk, earthquake risk and flooding risk. In many cases these can be modelled using a Gumbel distribution. I shall derive the Gumbel distribution in the context of a simple disordered problem and show how it can be used to understand the physics of the problem. I hope this simple example will give some feel for how extreme value statistics can be used in other fields.
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