Abstract
We use the real space renormalization group (RSRG) method to study extremevalue statistics for a variety of Brownian motions, free or constrained, such asthe Brownian bridge, excursion, meander and reflected bridge, recovering somestandard results, and extending others. We apply the same method to compute thedistribution of extrema of Bessel processes. We briefly show how the continuous timerandom walk (CTRW) corresponds to a non-standard fixed point of the RSRGtransformation.
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