Noise and Extreme Value Statistics
- 19 November 2001
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 87 (24) , 240601
- https://doi.org/10.1103/physrevlett.87.240601
Abstract
We study finite-size scaling of the roughness of signals in systems displaying Gaussian 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 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.
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