Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal $1/f$ noise
Abstract
To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic Gaussian noise. By employing the thermodynamic formalism we predict the characteristic scale and the precise scaling form of the distribution of number of points above a given level. We demonstrate that the powerlaw forward tail of the probability density, with exponent controlled by the level, results in an important difference between the mean and the typical values of the counting function. This can be further used to determine the typical threshold of extreme values in the pattern which turns out to be given by with . Such observation provides a rather compelling explanation of the mechanism behind universality of . Revealed mechanisms are conjectured to retain their qualitative validity for a broad class of disorder-generated multifractal fields. In particular, we predict that the typical value of the maximum of intensity is to be given by , where is the corresponding singularity spectrum vanishing at . For the noise we also derive exact as well as well-controlled approximate formulas for the mean and the variance of the counting function without recourse to the thermodynamic formalism.
Keywords
Cite
@article{arxiv.1207.4614,
title = {Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal $1/f$ noise},
author = {Yan V. Fyodorov and Pierre Le Doussal and Alberto Rosso},
journal= {arXiv preprint arXiv:1207.4614},
year = {2015}
}
Comments
28 pages; 7 figures, published version with a few misprints corrected, editing done and references added