Extreme value statistics and the theory of rare events

Extreme value statistics and the theory of rare events - Francesco Mori Rare extreme events tend to play a major role in a wide range of contexts, from finance to climate. Hence, understanding their statistical properties is a relevant task, which opens the way to many applications. In this talk, I will first introduce extreme value statistics and how this theory allows to identify universal features of rare events. I will then present recent results on the extreme values of stochastic processes, including Brownian motion and active particles. I moved to Oxford in October 2022 to take the position of Leverhulme-Peierls Fellow at the Department of Physics and New College. Previously, I was a PhD student at Paris-Saclay University, working with Satya Majumdar. During my PhD, I worked on extreme value statistics of stochastic processes. I am interested in out-of-equilibrium physics, extreme value theory, and large-deviation theory. In particular, I am currently applying ideas from statistical physics to study living systems.

Om Podcasten

Learn about quantum mechanics, black holes, dark matter, plasma, particle accelerators, the Large Hadron Collider and other key Theoretical Physics topics. The Rudolf Peierls Centre for Theoretical Physics holds morning sessions consisting of three talks, pitched to explain an area of our research to an audience familiar with physics at about second-year undergraduate level.