TBan-I

Nei seguente esercizio useremo le notazioni della statistica dei valori estremi usate nel corso.

exercise 1: La distribuzione di Gumbel

Therefore, the variable $z=(E-a_{M})/b_{M}$ is distributed according to an M-independent distribution.

It is possible to generalize this result and classify the scaling forms into the Gumbel universality class:

• Characteristics:
  • Applies when the tails of $p(E)$ decay faster than any power law.
  • Examples: the Gaussian case discussed here or exponential distributions $p(E)=\exp(E)\quad {\text{with}}\quad E\in (-\infty ,0)$.

• Scaling Form:

$P(z)=\exp(z)\,\exp(-e^{z})$

Exercise 3: number of states above the minimum

Definition of $n(x)$:Given a realization of the random energies ${E_{1},E_{2},\ldots ,E_{M}}$, define

$n(x)=\#\{i\mid E_{\min }<E_{i}<E_{\min }+x\}$

that is, the number of random variables lying above the minimum $E_{\min }$ but less than $E_{\min }+x$. This is itself a random variable. We are interested in its mean value:

${\overline {n(x)}}=\sum _{k=0}^{M-1}k\,{\text{Prob}}[n(x)=k]$

The Final goal is to show that, for large M (when the extremes are described by the Gumbel distribution), you have:

${\overline {n(x)}}=e^{x/b_{M}}-1$

Step 1: Exact manipulations: You start from the exact expression for the probability of $k$ states in the interval:

${\text{Prob}}[n(x)=k]=M{\binom {M-1}{k}}\int _{-\infty }^{\infty }dE\;p(E)\,[P(E+x)-P(E)]^{k}\,[1-P(E+x)]^{M-k-1}$

To compute ${\overline {n(x)}}$, you must sum over $k$. Use the identity

$\sum _{k=0}^{M-1}k{\binom {M-1}{k}}(A-B)^{k}B^{M-1-k}=(A-B){\frac {d}{dA}}\sum _{k=0}^{M-1}{\binom {M-1}{k}}(A-B)^{k}B^{M-1-k}=(M-1)(A-B)A^{M-2}$

to arrive at the form:

${\overline {n(x)}}=M(M-1)\int _{-\infty }^{\infty }dE\;p(E)\left[P(E+x)-P(E)\right](1-P(E))^{M-2}=M\int _{-\infty }^{\infty }dE\;\left[P(E+x)-P(E)\right]{\frac {dQ_{M-1}(E)}{dE}}$

where $Q_{M-1}(E)=[1-P(E)]^{M-1}$.

Step 2: the Gumbel limit So far, no approximations have been made. To proceed, we use $Q_{M-1}(E)\approx Q_{M}(E)$ and its asymptotics Gumbel form:

${\frac {dQ_{M-1}(E)}{dE}}\,dE\;\sim \;\exp \!\!\left({\frac {E-a_{M}}{b_{M}}}\right)\exp \!\!\left[-\exp \!\!\left({\frac {E-a_{M}}{b_{M}}}\right)\right]{\frac {dE}{b_{M}}}=e^{z}e^{-e^{z}}dz$

where $z=(E-a_{M})/b_{M}$.

The main contribution to the integral comes from the region near $E\approx a_{M}$, where $P(E)\approx e^{(E-a_{M})/b_{M}}/M$.

Compute the integral and verify that you obtain:

${\overline {n(x)}}={\bigl (}e^{x/b_{M}}-1{\bigr )}\int _{-\infty }^{\infty }dz\,e^{2z-e^{z}}=e^{x/b_{M}}-1$