1/f noise and extreme value statistics

T. Antal, M. Droz, G. Györgyi, Z. Rácz

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)240601-240601-4
JournalPhysical Review Letters
Volume87
Issue number24
DOIs
Publication statusPublished - Dec 10 2001

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statistics
boundary conditions
scaling
power spectra
roughness
electric potential
approximation
simulation

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

1/f noise and extreme value statistics. / Antal, T.; Droz, M.; Györgyi, G.; Rácz, Z.

In: Physical Review Letters, Vol. 87, No. 24, 10.12.2001, p. 240601-240601-4.

Research output: Contribution to journalArticle

Antal, T. ; Droz, M. ; Györgyi, G. ; Rácz, Z. / 1/f noise and extreme value statistics. In: Physical Review Letters. 2001 ; Vol. 87, No. 24. pp. 240601-240601-4.
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