Universal fluctuations and extreme value statistics
arXiv:cond-mat/0108007 · doi:10.1088/0305-4470/34/50/302
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.
5 pages, 3 figures, 12 references Replaced to correct misleading error in the Discussion Section
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