Probability Seminar, Department of Mathematics & Statistics
Probability Seminar, Department of Mathematics & Statistics
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Michael Grabchak

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Wed Jan 27, 2016 at 3:30PM in Fretwell 379 (Math Conference Room)

January 25, 2016 by Michael Grabchak
Categories: Probability Seminar

Huseyin Erturk, UNC Charlotte

Title: Random Energy Model Using Order Statistics

Abstract: The famous random energy model (REM) was introduced by Derrida. Eisele demonstrated the phase transitions (non-analiticity) of free energy in the class of Weibull-type distributions. We show similar results for a relatively heavy tailed distribution and the relatively light tailed double exponential distribution. We make use of order statistics, MacLaurin series, and the Laplace method. Also, we show that there are several critical points for mixed Weibull distributions.

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