Journal
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
Volume -, Issue -, Pages -Publisher
IOP PUBLISHING LTD
DOI: 10.1088/1742-5468/2010/01/P01009
Keywords
exact results; disordered systems (theory); fluctuations (theory); stochastic processes (theory)
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We use the real space renormalization group (RSRG) method to study extreme value statistics for a variety of Brownian motions, free or constrained, such as the Brownian bridge, excursion, meander and reflected bridge, recovering some standard results, and extending others. We apply the same method to compute the distribution of extrema of Bessel processes. We briefly show how the continuous time random walk (CTRW) corresponds to a non-standard fixed point of the RSRG transformation.
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