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 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.
Antal
T
T
Département de Physique Théorique, Université de Genève, CH 1211 Genève 4, Switzerland.
Droz
M
M
Györgyi
G
G
Rácz
Z
Z