Related papers: 1/f Noise and Extreme Value Statistics
We compute the distribution of the partition functions for a class of one-dimensional Random Energy Models (REM) with logarithmically correlated random potential, above and at the glass transition temperature. The random potential sequences…
Noise of stochastic processes whose power spectrum scales at low frequencies, $f$, as $1/f$ appears in such diverse systems that it is considered universal. However, there have been a small number of instances from completely unrelated…
We study the statistics and scaling of extreme fluctuations in noisy task-completion landscapes, such as those emerging in synchronized distributed-computing networks, or generic causally-constrained queuing networks, with scale-free…
Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…
We investigate a problem of the necessary and sufficient conditions for appearance of the 1/f fluctuations in the simple systems affected by the external random perturbations, i.e. the power spectral density of the flux of particles moving…
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…
We investigate the limiting distribution of the fluctuations of the maximal summand in a random partition of a large integer with respect to a multiplicative statistics. We show that for a big family of Gibbs measures on partitions (so…
Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For…
It has recently been observed that a stochastic (infinite degree of freedom) time series with a $1/f^\alpha$ power spectrum can exhibit a finite correlation dimension, even for arbitrarily large data sets. [A.R. Osborne and A.~Provenzale,…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
We present and analyze the simple analytically solvable model of 1/f noise, which can be relevant for the understanding of the origin, main properties and parameter dependencies of the flicker noise. In the model, the currents or signals…
We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…
1/f noise, the major source of dephasing in Josephson qubits, may be produced by an ensemble of two-level systems. Depending on the statistical properties of their distribution, the noise distribution can be Gaussian or non-Gaussian. The…
Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…
Noise power spectra in spatially extended dynamical systems are investigated, using as a model the Complex Ginzburg-Landau equation with a stochastic term. Analytical and numerical investigations show that the temporal noise spectra are of…
Denoising by frame thresholding is one of the most basic and efficient methods for recovering a discrete signal or image from data that are corrupted by additive Gaussian white noise. The basic idea is to select a frame of analyzing…
We report the experimental observation of $1/f^{\alpha}$ noise in quasi-bidimensionnal turbulence of an electromagnetically forced flow. The large scale velocity $U_L$ exhibits this power-law spectrum with $\alpha \simeq 0.7$ over a range…
We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…
We prove that the appropriately normalized maximum of the Gaussian $1/f^{\alpha}$-noise with $\alpha<1$ converges in distribution to the Gumbel double-exponential law.
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…