相关论文: 1/f Noise and Extreme Value Statistics

We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…

We demonstrate that the measurement of $1/f^{\alpha}$ noise at the single molecule or nano-object limit is remarkably distinct from the macroscopic measurement over a large sample. The single particle measurements yield a conditional…

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed…

We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…

We study the intermittency and noise of dislocation systems undergoing shear deformation. Simulations of a simple two-dimensional discrete dislocation dynamics model indicate that the deformation rate exhibits a power spectrum scaling of…

We present a microscopic theory of the low-frequency voltage noise (known as "1/f" noise) in micrometer-thick films of hydrogenated amorphous silicon. This theory traces the noise back to the long-range fluctuations of the Coulomb potential…

A shear flow of liquid metal (Galinstan) is driven in an annular channel by counter-rotating traveling magnetic fields imposed at the endcaps. When the traveling velocities are large, the flow is turbulent and its azimuthal component…

We explain how the statistics of global observables in correlated systems can be related to extreme value problems and to Gumbel statistics. This relationship then naturally leads to the emergence of the generalized Gumbel distribution…

For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have reveals that this anomalous scaling causes a…

Traffic flows are studied in terms of their noise of sound, which is an easily accessible experimental quantity. The sound noise data is studied making use of scaling properties of wavelet transforms and Hurst exponents are extracted. The…

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

In this paper, we view fluctuating fronts made of particles on a one-dimensional lattice as an extreme value problem. The idea is to denote the configuration for a single front realization at time $t$ by the set of co-ordinates…

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

Anomalous coarsening in far-from equilibrium one-dimensional systems is investigated by simulation and analytic techniques. The minimal hard core particle (exclusion) models contain mechanisms of aggregated particle diffusion, with rates…

This is a pedagogical review of the ubiquitous 1/f^\alpha noises. The sections include the representation of 1/f^\alpha noise as a superposition of many relaxation processes; a discussion of the infinitely large fluctuations in the low…

We introduce a new approach for Gaussianity testing using the envelope of a signal and its coefficient of variation. The envelope of a Gaussian signal follows the Rayleigh distribution, and given that the coefficient of variation of the…

We investigate a particular phase transition between two different tunneling regimes, direct and injection (Fowler-Nordheim), experimentally observed in the current-voltage characteristics of the light receptor bacteriorhodopsin (bR). Here,…

This paper explores the possibility of establishing an analytic form of the distribution of the order parameter fluctuations in a two-dimensional critical spin wave model, or width fluctuations of a two dimensional Edwards-Wilkinson…

The Gaussian graphical model is routinely employed to model the joint distribution of multiple random variables. The graph it induces is not only useful for describing the relationship between random variables but also critical for…