Distribution of Return Intervals of Extreme Events

Details Distribution of Return Intervals of Extreme Events Distribution of Return Intervals of Extreme Events

2005-10-07

arxiv.org/abs/physics/0510062v2

Physics

Data Analysis, Statistics and Probability

10 pages, 6 figures, Next-SigmaPhi Int. Conference, News Expectations and Trends in Statistical Physics, 13-18 August 2005, Ko

Scientific paper

10.1140/epjb/e2006-00140-y

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.

Affiliated with

Also associated with

No associations

Rating

Distribution of Return Intervals of Extreme Events does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Distribution of Return Intervals of Extreme Events, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Distribution of Return Intervals of Extreme Events will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-561303