https://doi.org/10.1007/s100510070171
On the physical relevance of max- and log-max-selfsimilar distributions
1
LIMHP-CNRS, Université Paris XIII, Institut Galilée, 93430 Villetaneuse, France
2
LPTM, Université de Cergy-Pontoise, Neuville, 95031 Cergy-Pontoise, France
3
LAGA, Université Paris XIII, Institut Galilée, 93430 Villetaneuse, France
4
CPTH, École Polytechnique, 91128 Palaiseau, France
5
CERMICS, ENPC, 6 et 8 avenue Blaise Pascal, 77455 Marne la Vallée, France
Received:
29
November
1999
Revised:
24
March
2000
Published online: 15 September 2000
This work emphasizes the special role played by max-semistable and log-max-semistable distributions as relevant statistical models of various observable and "internal" variables in Physics. Some of their remarkable properties (chiefly self-similarity) are displayed in some detail. One of their characteristic features is a log-periodic variation of the scale parameter which appears in the stable extreme value distributions.
PACS: 02.50.-r – Probability theory, stochastic processes, and statistics / 05.20.-y – Classical statistical mechanics / 89.90.+n – Other topics of general interest to physicists
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2000
