Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Discrete sampling of correlated random variables modifies the long-time
  behavior of their extreme value statistics   We consider the extreme value statistics of correlated random variables that
arise from a Langevin equation. Recently, it was shown that the extreme values
of the Ornstein-Uhlenbeck process follow a different distribution than those
originating from its equilibrium measure, composed of independent and
identically distributed Gaussian random variables. Here, we first focus on the
discretely sampled Ornstein-Uhlenbeck process, which interpolates between these
two limits. We show that in the limit of large times, its extreme values
converge to those of the equilibrium distribution, instead of those of the
continuously sampled process. This finding folds for any positive sampling
interval, with an abrupt transition at zero. We then analyze the Langevin
equation for any force that gives rise to a stable equilibrium distribution.
For forces which asymptotically grow with the distance from the equilibrium
point, the above conclusion continues to hold, and the extreme values for large
times correspond to those of independent variables drawn from the equilibrium
distribution. However, for forces which asymptotically decay to zero with the
distance, the discretely sampled extreme value statistics at large times
approach those of the continuously sampled process.

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The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
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The categories of this paper are: alg-geom
25
The categories of this paper are: patt-sol
26
The categories of this paper are: bayes-an
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
31
The categories of this paper are: ao-sci
16
The categories of this paper are: stat
27
The categories of this paper are: comp-gas
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
15
The categories of this paper are: nucl-ex
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
32
The categories of this paper are: atom-ph