Universal fluctuations and extreme value statistics
Statistical Mechanics
2009-11-07 v2
Abstract
We study the effect of long range algebraic correlations on extreme value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution. We also consider the square-width fluctuations of the avalanche signal. We find, as recently predicted by T. Antal, M. Droz G. Gyorgyi and Z. Racz for logarithmic correlated 1/f signals, that these fluctuations follow the Fisher-Tippett-Gumbel distribution from uncorrelated extreme value statistics.
Cite
@article{arxiv.cond-mat/0108007,
title = {Universal fluctuations and extreme value statistics},
author = {Kajsa Dahlstedt and Henrik Jeldtoft Jensen},
journal= {arXiv preprint arXiv:cond-mat/0108007},
year = {2009}
}
Comments
5 pages, 3 figures, 12 references Replaced to correct misleading error in the Discussion Section