Global fluctuations and Gumbel statistics

Details Global fluctuations and Gumbel statistics Global fluctuations and Gumbel statistics

2005-06-07

arxiv.org/abs/cond-mat/0506166v2

Phys. Rev. Lett. 95, 170601 (2005)

Physics

Condensed Matter

Statistical Mechanics

4 pages, 3 figures; final version with minor changes

Scientific paper

10.1103/PhysRevLett.95.170601

We explain how the statistics of global observables in correlated systems can be related to extreme value problems and to Gumbel statistics. This relationship then naturally leads to the emergence of the generalized Gumbel distribution G_a(x), with a real index a, in the study of global fluctuations. To illustrate these findings, we introduce an exactly solvable nonequilibrium model describing an energy flux on a lattice, with local dissipation, in which the fluctuations of the global energy are precisely described by the generalized Gumbel distribution.

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