1/f noise and extreme value statistics

1/f noise and extreme value statistics

We study finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions, the Fisher-Tippett-Gumbel (FTG) distribution, emerges as the scaling function when boundary conditions are periodic. We provide a realis...

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Veröffentlicht in:Physical review letters 2001-12, Vol.87 (24), p.240601-240601, Article 240601
Hauptverfasser: Antal, T, Droz, M, Györgyi, G, Rácz, Z
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container_title Physical review letters
container_volume 87
creator Antal, T
Droz, M
Györgyi, G
Rácz, Z
description We study finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions, the Fisher-Tippett-Gumbel (FTG) distribution, emerges as the scaling function when boundary conditions are periodic. We provide a realistic example of periodic 1/f noise, and demonstrate by simulations that the FTG distribution is a good approximation for the case of nonperiodic boundary conditions as well. Experiments on voltage fluctuations in GaAs films are analyzed and excellent agreement is found with the theory.
doi_str_mv 10.1103/PhysRevLett.87.240601
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title 1/f noise and extreme value statistics
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