Related papers: Extreme value statistics in coupled lasers
We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
We establish a connection between the level density of a gas of non-interacting bosons and the theory of extreme value statistics. Depending on the exponent that characterizes the growth of the underlying single-particle spectrum, we show…
We present an analysis of the power fluctuations in the statistical steady state of a passively mode locked laser. We use statistical light-mode theory to map this problem to that of fluctuations in a reference equilibrium statistical…
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…
A unique approach for steady in-phase locking of lasers in an array, regardless of the array geometry, position, orientation, period or size, is presented. The approach relies on the insertion of an intra-cavity Gaussian aperture in the…
We examine statistical properties of a laser beam propagating in a turbulent medium. We prove that the intensity fluctuations at large propagation distances possess Gaussian probability density function and establish quantitative criteria…
A study of the Mode-locking lasing pulse formation in closed cavities is presented within a statistical mechanical framework where the onset of laser coincides with a thermodynamic phase transition driven by the optical power pumped into…
We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…
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…
The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not…
In algebraic statistics, the maximum likelihood degree of a statistical model refers to the number of solutions (counted with multiplicity) of the score equations over the complex field. In this paper, the maximum likelihood degree of the…
We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…
We study the statistics of the extremes of a discrete Gaussian field with logarithmic correlations at the level of the Gibbs measure. The model is defined on the periodic interval $[0,1]$, and its correlation structure is nonhierarchical.…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
Dependent generalized extreme value (dGEV) models have attracted much attention due to the dependency structure that often appears in real datasets. To construct a dGEV model, a natural approach is to assume that some parameters in the…
The theoretically predicted correlation of laser phase fluctuations in Lambda-type interaction schemes is experimentally demonstrated. We show, that the mechanism of correlation in a Lambda scheme is restricted to high frequency noise…
Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…
We present a theoretical and experimental study aimed at characterizing statistical regimes in a random laser. Both the theoretical simulations and the experimental results show the possibility of three region of fluctuations increasing the…
The subject of this paper is the investigation of inflationary non-Gaussianities of the local type with extreme value statistics of the weak lensing convergence kappa. Specifically, we describe the influence of inflationary…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…