Distribution of return intervals of extreme events

The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values of the resistance fluctuations displayed by resistors with g...

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Bibliographic Details
Published in:The European physical journal. B, Condensed matter physics Condensed matter physics, 2006-03, Vol.50 (1-2), p.95-98
Main Author: PENNETTA, C
Format: Article
Language:English
Subjects:
Autocorrelation functions
Decay
Exact sciences and technology
Extreme values
Fluctuation phenomena, random processes, noise, and brownian motion
Intervals
Mathematical methods in physics
Nonlinear dynamics and nonlinear dynamical systems
Physics
Probability theory, stochastic processes, and statistics
Resistors
Series (mathematics)
Statistical physics, thermodynamics, and nonlinear dynamical systems
Time series analysis
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Summary:The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values of the resistance fluctuations displayed by resistors with granular structure in nonequilibrium stationary states. The resistance fluctuations are calculated by Monte Carlo simulations using a resistor network approach. It has been found that for highly disordered networks, when the auto-correlation function displays a non-exponential and non-power-law decay, the distribution of return intervals of the extreme values is a stretched exponential, with exponent independent of the threshold.
ISSN:1434-6028
1434-6036
DOI:10.1140/epjb/e2006-00140-y