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.

Ver todos los episodios