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

We study the convergence and shape correction to the limit distributions of extreme values due to the finite size (FS) of data sets. A renormalization method is introduced for the case of independent, identically distributed (iid)…

We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…

A pedagogical account of some aspects of Extreme Value Statistics (EVS) is presented from the somewhat non-standard viewpoint of Large Deviation Theory. We address the following problem: given a set of $N$ i.i.d. random variables…

We introduce a particular construction of an autocorrelation matrix of a time series and its analysis based on the random-matrix theory ideas that is capable of unveiling the type of correlations information which is inaccessible to the…

We explore the effect of noise on the ballistic graphene-based small Josephson junctions in the framework of the resistively and capacitively shunted model. We use the non-sinusoidal current-phase relation specific for graphene layers…

In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…

The problem of anomalously high levels of flicker noise observed in the normal state of the high-temperature superconductors is addressed. It is argued that the anomaly is the result of incorrect normalization of the power spectra according…

We consider random walk on a mildly random environment on finite transitive d- regular graphs of increasing girth. After scaling and centering, the analytic spectrum of the transition matrix converges in distribution to a Gaussian noise. An…

We show that the spectral fluctuations of the Two-Body Random Ensemble (TBRE) exhibit 1/f noise. This result supports a recent conjecture stating that chaotic quantum systems are characterized by 1/f noise in their energy level…

A short review is presented of a recently developed computational approach which allows the study of the resistance noise over the full range of bias values, from the linear regime up to electrical breakdown. Resistance noise is described…

We study the role of finiteness and fluctuations about average quantities for basic structural properties of growing networks. We first determine the exact degree distribution of finite networks by generating function approaches. The…

In cognitive radio systems, cyclostationary feature detection plays an important role in spectrum sensing, especially in low SNR cases. To configure the detection threshold under a certain noise level and a pre-set miss detection…

The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential…

Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…

We investigate the statistics of the maximal fluctuation of two-dimensional Gaussian interfaces. Its relation to the entropic repulsion between rigid walls and a confined interface is used to derive the average maximal fluctuation $<m> \sim…

The Gumbel-Softmax is a continuous distribution over the simplex that is often used as a relaxation of discrete distributions. Because it can be readily interpreted and easily reparameterized, it enjoys widespread use. We propose a modular…

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Finite-size scaling functions are investigated both for the mean-square magnetization fluctuations and for the probability distribution of the magnetization in the one-dimensional Ising model. The scaling functions are evaluated in the…

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…