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Extreme value statistics of correlated random variables: A pedagogical review

Physics reports, 2020-01, Vol.840, p.1-32

2020

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Stochastic resetting and applications

Journal of physics. A, Mathematical and theoretical, 2020-05, Vol.53 (19), p.193001

2020

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Numerical solution of the dynamical mean field theory of infinite-dimensional equilibrium liquids

The Journal of chemical physics, 2020-04, Vol.152 (16), p.164506-164506

2020

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Exact Persistence Exponent for the 2D-Diffusion Equation and Related Kac Polynomials

Physical review letters, 2018-10, Vol.121 (15), p.150601-150601

2018

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Extremes of N Vicious Walkers for Large N: Application to the Directed Polymer and KPZ Interfaces

Journal of statistical physics, 2012-11, Vol.149 (3), p.385-410

Schehr, Grégory

2012

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Fluctuating interfaces subject to stochastic resetting

Physical review letters, 2014-06, Vol.112 (22), p.220601-220601, Article 220601

2014

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Top eigenvalue of a random matrix: large deviations and third order phase transition

Journal of statistical mechanics, 2014-01, Vol.2014 (1), p.P01012-31

2014

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First Order Transition for the Optimal Search Time of Lévy Flights with Resetting

Physical review letters, 2014-11, Vol.113 (22), p.220602-220602, Article 220602

2014

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Persistence and first-passage properties in nonequilibrium systems

Advances in physics, 2013-06, Vol.62 (3), p.225-361

2013

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Non-intersecting Brownian Bridges in the Flat-to-Flat Geometry

Journal of statistical physics, 2021-06, Vol.183 (3), Article 49

2021

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Dynamical transition in the temporal relaxation of stochastic processes under resetting

Physical review. E, Statistical, nonlinear, and soft matter physics, 2015-05, Vol.91 (5), p.052131-052131, Article 052131

2015

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Velocity and diffusion constant of an active particle in a one-dimensional force field

Europhysics letters, 2020-05, Vol.130 (4), p.40002

2020

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Noninteracting fermions at finite temperature in a d -dimensional trap: Universal correlations

Physical review. A, 2016-12, Vol.94 (6), Article 063622

2016

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Exact Short-Time Height Distribution in the One-Dimensional Kardar-Parisi-Zhang Equation and Edge Fermions at High Temperature

Physical review letters, 2016-08, Vol.117 (7), p.070403-070403, Article 070403

2016

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Universal Survival Probability for a d-Dimensional Run-and-Tumble Particle

Physical review letters, 2020-03, Vol.124 (9), p.090603-090603, Article 090603

2020

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Extreme Statistics and Spacing Distribution in a Brownian Gas Correlated by Resetting

Physical review letters, 2023-05, Vol.130 (20), p.207101-207101, Article 207101

2023

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Exact stationary state of a run-and-tumble particle with three internal states in a harmonic trap

Journal of physics. A, Mathematical and theoretical, 2020-03, Vol.53 (9), p.9

2020

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Distribution of the time of the maximum for stationary processes

Europhysics letters, 2021-08, Vol.135 (3), p.30003

2021

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Noninteracting fermions in a trap and random matrix theory

Journal of physics. A, Mathematical and theoretical, 2019-03, Vol.52 (14), p.144006

2019

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Wigner function of noninteracting trapped fermions

Physical review. A, 2018-06, Vol.97 (6), Article 063614

2018

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Large deviations for the height in 1D Kardar-Parisi-Zhang growth at late times

Europhysics letters, 2016-03, Vol.113 (6), p.60004-60004

2016

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Multicritical Edge Statistics for the Momenta of Fermions in Nonharmonic Traps

Physical review letters, 2018-07, Vol.121 (3), p.030603-030603, Article 030603

2018

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Run-and-tumble particle in one-dimensional confining potentials: Steady-state, relaxation, and first-passage properties

Physical review. E, 2019-03, Vol.99 (3-1), p.032132-032132, Article 032132

2019

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Record statistics of a strongly correlated time series: random walks and Lévy flights

Journal of physics. A, Mathematical and theoretical, 2017-08, Vol.50 (33), p.333001

2017

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Record statistics for random walks and Lévy flights with resetting

Journal of physics. A, Mathematical and theoretical, 2022-01, Vol.55 (3), p.34002

2022

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Extreme value statistics of correlated random variables: A pedagogical review

Stochastic resetting and applications

Numerical solution of the dynamical mean field theory of infinite-dimensional equilibrium liquids

Exact Persistence Exponent for the 2D-Diffusion Equation and Related Kac Polynomials

Extremes of N Vicious Walkers for Large N: Application to the Directed Polymer and KPZ Interfaces

Fluctuating interfaces subject to stochastic resetting

Top eigenvalue of a random matrix: large deviations and third order phase transition

First Order Transition for the Optimal Search Time of Lévy Flights with Resetting

Persistence and first-passage properties in nonequilibrium systems

Non-intersecting Brownian Bridges in the Flat-to-Flat Geometry

Dynamical transition in the temporal relaxation of stochastic processes under resetting

Velocity and diffusion constant of an active particle in a one-dimensional force field

Noninteracting fermions at finite temperature in a d -dimensional trap: Universal correlations

Exact Short-Time Height Distribution in the One-Dimensional Kardar-Parisi-Zhang Equation and Edge Fermions at High Temperature

Universal Survival Probability for a d-Dimensional Run-and-Tumble Particle

Extreme Statistics and Spacing Distribution in a Brownian Gas Correlated by Resetting

Exact stationary state of a run-and-tumble particle with three internal states in a harmonic trap

Distribution of the time of the maximum for stationary processes

Noninteracting fermions in a trap and random matrix theory

Wigner function of noninteracting trapped fermions

Large deviations for the height in 1D Kardar-Parisi-Zhang growth at late times

Multicritical Edge Statistics for the Momenta of Fermions in Nonharmonic Traps

Run-and-tumble particle in one-dimensional confining potentials: Steady-state, relaxation, and first-passage properties

Record statistics of a strongly correlated time series: random walks and Lévy flights

Record statistics for random walks and Lévy flights with resetting

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