Hierarchical structure and the extrema of random fields
Third-party funded project
Project title Hierarchical structure and the extrema of random fields
Principal Investigator(s) Belius, David
Project Members Schmidt, Marius Alexander
Fröber, Leon
Organisation / Research unit Departement Mathematik und Informatik / Stochastik (Belius)
Project start 01.06.2018
Probable end 31.05.2022
Status Active
Abstract

This project studies extreme values in complex systems in the context of probability theory. It focuses on the extreme values of random fields with logarithmically growing correlations. The goal is to exploit approximate hierarchical structure in models from statistical physics, random matrix theory and probabilistic number theory to prove new results about extrema.

Keywords logarithmically correlated random fields; rigorous statistical physics; complex systems; probabilistic number theory; probability theory; extrema of random fields; random fields
Financed by Swiss National Science Foundation (SNSF)
   

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