Therefore, as s→ 0, ˜ρ(s) = 1− sα +··· with 0 < α < 1, (216) where again, without loss of generality, we set the coefﬁcient of sα term to be unity

The mean waiting time is inﬁnite, i

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cond-mat.stat-mech · 2019-07-01 · unverdicted · novelty 0.0

Lecture notes summarizing standard limit laws for maxima and record statistics in i.i.d. sequences and random walks.

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Extremes and Records cond-mat.stat-mech · 2019-07-01 · unverdicted · none · ref 27
Lecture notes summarizing standard limit laws for maxima and record statistics in i.i.d. sequences and random walks.