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Phys. Rev. Lett. 87, 240601 (2001) [4 pages]

1/f Noise and Extreme Value Statistics

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T. Antal1, M. Droz1, G. Györgyi2, and Z. Rácz2,3
1Département de Physique Théorique, Université de Genève, CH 1211 Genève 4, Switzerland
2Institute for Theoretical Physics, Eötvös University, 1117 Budapest, Pázmány sétány 1/a, Hungary
3Laboratoire de Physique Théorique, Bâtiment 210, Université de Paris-Sud, 91405 Orsay Cedex, France

Received 31 May 2001; published 19 November 2001

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.

© 2001 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevLett.87.240601
DOI:
10.1103/PhysRevLett.87.240601
PACS:
05.40.Ca, 68.35.Ct, 89.75.Da