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The first,the biggest,and other such considerations
Authors:Katja Lindenberg  Bruce J. West
Affiliation:(1) Department of Chemistry, University of California at San Diego, 92093 La Jolla, California;(2) Center for Studies of Nonlinear Dynamics, affiliated with the University of California, San Diego, La Jolla Institute, 3252 Holiday Court, Suite 208, 92037 La Jolla, California
Abstract:We investigate the relation between the underlying dynamics of randomly evolv ing systems and the extrema statistics for such systems. Independent processes, Fokker-Planck processes and Lévy processes are considered.
Keywords:Extremes  first passage times  success  failure  independent processes  Fokker-Planck processes    vy processes
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