TBan-I

Detour: Extreme Value Statistics

Consider the $M$ energies $E_{1},\dots ,E_{M}$ as independent and identically distributed (i.i.d.) random variables drawn from a distribution $p(E)$. It is useful to introduce the cumulative probability of finding an energy smaller than E

$P(E)=\int _{-\infty }^{E}dx\,p(x)$

We define:

$E_{\min }=\min(E_{1},\dots ,E_{M})$

Our goal is to compute the cumulative distribution:

$Q_{M}(E)\equiv {\text{Prob}}(E_{\min }>E)$

for large $M$. To achieve this, we rely on three key relations:

• First relation:

$Q_{M}(E)=(1-P(E))^{M}$

This relation is exact but depends on M and the precise form of $p(E)$. However, in the large M limit, a universal behavior emerges.