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An Isaac Newton Institute Workshop

First-Passage and Extreme Value Problems in Random Processes

Scaling functions for finite-size corrections in extreme statistics

26th June 2006

Authors: Racz, Z (Eotvos University), Gyorgyi, G (), Moloney, N (), Ozogany, K ()


Applications of extreme statistics are hindered by the notoriously slow convergence of the distributions to their limiting forms, thus studies of finite-size corrections are called for. Here we undertake a systematic investigation of the finite-size scaling functions and their universal aspects for the classical extreme statistics of i.i.d. variables, as well as for strongly correlated variables such as occuring in various surface growth problems.