2021
DOI: 10.48550/arxiv.2101.09502
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A generalized model interpolating between the random energy model and the branching random walk

Abstract: We study a generalization of the model introduced in [22] that interpolates between the random energy model (REM) and the branching random walk (BRW). More precisely, we are interested in the asymptotic behaviour of the extremal process associated to this model. In [22], Kistler and Schmidt show that the extremal process of the GREM (N α ), α ∈ [0, 1) converges weakly to a simple Poisson point process. This contrasts with the extremal process of the branching random walk (α = 1) which was shown to converge tow… Show more

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“…In particular, such models can be designed in such a way that extreme value statistics interpolate between those of log-correlated variables and those of i.i.d. random variables [9,15,30]. The above conjecture provides a natural context, the Riemann zeta function, where such interpolated extreme value statistics would occur.…”
Section: Introductionmentioning
confidence: 97%
“…In particular, such models can be designed in such a way that extreme value statistics interpolate between those of log-correlated variables and those of i.i.d. random variables [9,15,30]. The above conjecture provides a natural context, the Riemann zeta function, where such interpolated extreme value statistics would occur.…”
Section: Introductionmentioning
confidence: 97%