论文标题
受限物理系统的极值理论
Extreme value theory for constrained physical systems
论文作者
论文摘要
我们研究了具有全球保护法的物理系统的极值理论,该法描述了更新过程,大众传输模型和远程相互作用的自旋模型。如前所述,一个特殊的特征是,极值的分布在支撑的中间表现出非分析点。我们暴露了约束的极值理论与众所周知的基本随机动力学之间的确切关系,所有这些都有效,超出了一般性的中点,即远离热力学极限。例如,对于更新过程,两个续订事件之间的最大时间分布与这些事件的平均数量完全相关。在热力学限制中,我们展示了我们的理论如何描述偏离经典极端价值理论的典型和罕见事件。例如,对于续订过程,我们阐明了极值分布的双重缩放,指出了两种类型的限制定律:典型统计数据的正常缩放函数和描述罕见事件的非归一化状态。
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the distribution of the extreme value exhibits a non-analytical point in the middle of the support. We expose exact relationships between constrained extreme value theory and well-known quantities of the underlying stochastic dynamics, all valid beyond the midpoint in generality, i.e. even far from the thermodynamic limit. For example for renewal processes, the distribution of the maximum time between two renewal events is exactly related to the mean number of these events. In the thermodynamic limit, we show how our theory is suitable to describe typical and rare events which deviate from classical extreme value theory. For example for the renewal process, we unravel dual scaling of the extreme value distribution, pointing out two types of limiting laws: a normalisable scaling function for the typical statistics and a non-normalised state describing the rare events.