arXiv · cond-mat/0007275
The relationship between extremum statistics and universal fluctuations
Abstract
The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the "global" PDF in terms of the "source" PDF of the individual events in the system. A single parameter distinguishes the global PDF and is related to the exponent of the source PDF. When normalized, the global PDF is shown to be insensitive to this parameter and importantly we obtain the previously demonstrated "universality" from an uncorrelated Gaussian source PDF. The second and third moments of the global PDF are more sensitive, providing a powerful tool to probe the degree of complexity of physical systems.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Sandra Chapman, George Rowlands, Nicholas Watkins. 2001-06-01. The relationship between extremum statistics and universal fluctuations. https://arxiv.org/abs/cond-mat/0007275
Cite the original work for its findings. Save a collection to share your selection of sources.