Universal fluctuations and extreme value statistics
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.
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.