1/f Noise and Extreme Value Statistics
Statistical Mechanics
2009-11-07 v1
Abstract
We study the finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions (Gumbel distribution) emerges as the scaling function when the boundary conditions are periodic. We provide a realistic example of periodic 1/f noise, and demonstrate by simulations that the Gumbel distribution is a good approximation for the case of nonperiodic boundary conditions as well. Experiments on voltage fluctuations in GaAs films are analyzed and excellent agreement is found with the theory.
Keywords
Cite
@article{arxiv.cond-mat/0105599,
title = {1/f Noise and Extreme Value Statistics},
author = {T. Antal and M. Droz and G. Gyorgyi and Z. Racz},
journal= {arXiv preprint arXiv:cond-mat/0105599},
year = {2009}
}
Comments
4 pages, 4 postscript figures, RevTex