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A pedagogical account of some aspects of Extreme Value Statistics (EVS) is presented from the somewhat non-standard viewpoint of Large Deviation Theory.
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Giuliano R and Macci C 2014 Large Deviation Principles for Sequences of Maxima and Minima Communications in Statistics - Theory and Methods
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Schehr G and Majumdar S N 2013 Exact record and order statistics of random walks via first-passage ideas, a book chapter in First-Passage Phenomena and Their Applications
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Majumdar S N and Pal A 2014 Extreme value statistics of correlated random variables Preprint
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Touchette H 2009 The large deviation approach to statistical mechanics Phys. Rep
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Majumdar S N and Vergassola M 2009 Large Deviations of the Maximum Eigenvalue for Wishart and Gaussian Random Matrices Phys. Rev. Lett
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Györgyi G, Moloney N R, Ozogány K, Rácz Z, and Droz M 2010 Renormalization-group theory for finite-size scaling in extreme statistics Phys. Rev. E
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Majumdar S N and Schehr G 2014 Top eigenvalue of a random matrix: large deviations and third order phase transition J. Stat. Mech
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Fortin J-Y and Clusel M 2015 Applications of extreme value statistics in physics J. Phys. A: Math. Theor
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