  Extreme value statistics (EVS) concerns the study of the statistics of the
maximum or the minimum of a set of random variables. This is an important
problem for any time-series and has applications in climate, finance, sports,
all the way to physics of disordered systems where one is interested in the
statistics of the ground state energy. While the EVS of uncorrelated variables
are well understood, little is known for strongly correlated random variables.
Only recently this subject has gained much importance both in statistical
physics and in probability theory. In this note, we will first review the
classical EVS for uncorrelated variables and discuss few examples of correlated
variables where analytical progress can be made.
