1/f Noise and Extreme Value Statistics

Preprint

30 May 2001

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.cond-mat/0105599

Abstract

We study the 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 (Gumbel distribution) emerges as the scaling function when the boundary conditions are periodic. We provide a realistic example of periodic 1/f noise, and demonstrate by simulations that the Gumbel 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.

Keywords

EXTREME VALUE STATISTICS
VOLTAGE FLUCTUATIONS
BOUNDARY CONDITIONS
GUMBEL DISTRIBUTION
FINITE SIZE
1/F NOISE
GAAS

All Related Versions

Version 1, 2001-05-30, ArXiv
Published version: Physical Review Letters, 87 (24), 240601.

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