From Derrida's random energy model to branching random walks: from 1 to 3
| Autor: | Marius A. Schmidt, Nicola Kistler |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2015 |
| Předmět: |
Statistics and Probability
60J80 extreme value theory 60G70 82B44 Gaussian Random energy model Probability (math.PR) Limiting extremal process Random walk Combinatorics Branching (linguistics) symbols.namesake Branching random walk Gaussian hierarchical fields symbols FOS: Mathematics Statistics Probability and Uncertainty Extreme value theory 60J80 (primary) 82B44 (secondary) 60G70 Mathematics - Probability Mathematics |
| Zdroj: | Electron. Commun. Probab. |
| Popis: | We study the extremes of a class of Gaussian fields with in-built hierarchical structure. The number of scales in the underlying trees depends on a parameter alpha in [0,1]: choosing alpha=0 yields the random energy model by Derrida (REM), whereas alpha=1 corresponds to the branching random walk (BRW). When the parameter alpha increases, the level of the maximum of the field decreases smoothly from the REM- to the BRW-value. However, as long as alpha 12 pages, 1 figure |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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