Extreme value statistics of correlated random variables: a pedagogical review
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the
minimum of a set of random variables. This is an important problem for any time-series and …
minimum of a set of random variables. This is an important problem for any time-series and …
[HTML][HTML] The inspection paradox in stochastic resetting
The remaining travel time of a plane shortens with every minute that passes from its
departure, and a flame diminishes a candle with every second it burns. Such everyday …
departure, and a flame diminishes a candle with every second it burns. Such everyday …
First passage under restart with branching
First passage under restart with branching is proposed as a generalization of first passage
under restart. Strong motivation to study this generalization comes from the observation that …
under restart. Strong motivation to study this generalization comes from the observation that …
The critical catastrophe revisited
The neutron population in a prototype model of nuclear reactor can be described in terms of
a collection of particles confined in a box and undergoing three key random mechanisms …
a collection of particles confined in a box and undergoing three key random mechanisms …
Clustering of branching Brownian motions in confined geometries
We study the evolution of a collection of individuals subject to Brownian diffusion,
reproduction, and disappearance. In particular, we focus on the case where the individuals …
reproduction, and disappearance. In particular, we focus on the case where the individuals …
Extreme value statistics of correlated random variables
SN Majumdar, A Pal - arXiv preprint arXiv:1406.6768, 2014 - arxiv.org
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the
minimum of a set of random variables. This is an important problem for any time-series and …
minimum of a set of random variables. This is an important problem for any time-series and …
Clusters in an epidemic model with long-range dispersal
In the presence of long-range dispersal, epidemics spread in spatially disconnected regions
known as clusters. Here, we characterize exactly their statistical properties in a solvable …
known as clusters. Here, we characterize exactly their statistical properties in a solvable …
On the gap and time interval between the first two maxima of long random walks
SN Majumdar, P Mounaix… - Journal of Statistical …, 2014 - iopscience.iop.org
In the context of order statistics of discrete time random walks (RW), we investigate the
statistics of the gap, G n, and the number of time steps, L n, between the two highest …
statistics of the gap, G n, and the number of time steps, L n, between the two highest …
Branching Brownian motion conditioned on particle numbers
We study analytically the order and gap statistics of particles at time t for the one
dimensional branching Brownian motion, conditioned to have a fixed number of particles at …
dimensional branching Brownian motion, conditioned to have a fixed number of particles at …
Large-displacement statistics of the rightmost particle of the one-dimensional branching Brownian motion
B Derrida, B Meerson, PV Sasorov - Physical Review E, 2016 - APS
Consider a one-dimensional branching Brownian motion and rescale the coordinate and
time so that the rates of branching and diffusion are both equal to 1. If X 1 (t) is the position of …
time so that the rates of branching and diffusion are both equal to 1. If X 1 (t) is the position of …