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Universal fluctuations and extreme value statistics

Kajsa Dahlstedt·Henrik Jeldtoft Jensen
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Abstract

We study the effect of long range algebraic correlations on extreme value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution. We also consider the square-width fluctuations of the avalanche signal. We find, as recently predicted by T. Antal, M. Droz G. Gyorgyi and Z. Racz for logarithmic correlated 1/f signals, that these fluctuations follow the Fisher-Tippett-Gumbel distribution from uncorrelated extreme value statistics.

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Kajsa Dahlstedt, Henrik Jeldtoft Jensen. 2001-08-03. Universal fluctuations and extreme value statistics. https://doi.org/10.1088/0305-4470%2F34%2F50%2F302

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