New type of extreme value statistics
D.B. Saakian
TL;DR
This paper explores a new universality class in extreme value statistics within the dilute Random Energy Model with integer couplings, expanding understanding of statistical behaviors in disordered systems.
Contribution
It introduces a novel universality class in extreme value statistics specific to the dilute Random Energy Model with integer couplings.
Findings
Discovery of a new universality class in extreme value statistics
Extension of extreme value theory to disordered systems with integer couplings
Potential implications for understanding complex energy landscapes
Abstract
We investigate the extreme value statistics connected with the dilute Random Energy Model with integer couplings. New universality class is found.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsFinancial Risk and Volatility Modeling