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

Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…

Recent work has suggested that in highly correlated systems, such as sandpiles, turbulent fluids, ignited trees in forest fires and magnetization in a ferromagnet close to a critical point, the probability distribution of a global quantity…

The role of fluctuations is enhanced in lower dimensionality systems: in a two dimensions off-diagonal long-range order is destroyed by the fluctuations at any finite temperature, drastically modifying the critical properties with respect…

Low-frequency noise with a spectral density that depends inversely on frequency (f) has been observed in a wide variety of systems including current fluctuations in resistors, intensity fluctuations in music and signals in human cognition.…

Simple analytically solvable models are proposed exhibiting 1/f spectrum in wide range of frequency. The signals of the models consist of pulses (point process) which interevent times fluctuate about some average value, obeying an…

We provide evidence that for some values of the parameters a simple agent based model, describing herding behavior, yields signals with 1/f power spectral density. We derive a non-linear stochastic differential equation for the ratio of…

Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…

We calculate the single-particle momentum distribution of a quantum many-particle system in the presence of the Coulomb interaction and a confining potential. The region of intermediate momenta, where the confining potential dominates,…

We consider the Robin Hood dynamics, a one-dimensional extremal self-organized critical model that describes the evolution of low-temperature creep. One of the key quantities is the time evolution of the state variable (force noise). To…

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Let $\{\xi_n, n\in\Z^d\}$ be a $d$-dimensional array of i.i.d. Gaussian random variables and define $\SSS(A)=\sum_{n\in A} \xi_n$, where $A$ is a finite subset of $\Z^d$. We prove that the appropriately normalized maximum of…

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…

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

We study the distribution of spatial extrema of vorticity and the determinant of the strain rate tensor for a two-dimensional turbulent flow forced by a Kolmogorov forcing. The distribution of these quantities follow non-Gaussian behaviour…

An exact analytical description of extreme intensity statistics in complex random states is derived. These states have the statistical properties of the Gaussian and Circular Unitary Ensemble eigenstates of random matrix theory. Although…

The phenomenon of centrality scaling in the high-\pt spectra of $\pi^0$ produced in Au-Au collisions at $\sqrt s=200$ GeV is examined in the framework of relating fractional energy loss to fractional centrality increase. A new scaling…

Simple analytically solvable model of 1/f noise is proposed. The model consists of one or few particles moving in the closed contour. The drift period of the particle round the contour fluctuates about some average value, e.g. due to the…

In this paper, we review the 1/f-type noise properties of nanoelectronic devices focusing on three demonstrative platforms: resistive switching memories, graphene nanogaps and single-molecule nanowires. The functionality of such ultrasmall…

In Gatheral et al. 2018, first posted in 2014, volatility is characterized by fractional behavior with a Hurst exponent $H < 0.5$, challenging traditional views of volatility dynamics. Gatheral et al. demonstrated this using realized…