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http://hdl.handle.net/2289/4518
Title: | Density of near-extreme events |
Authors: | Sabhapandit, Sanjib Majumdar, Satya N. |
Keywords: | probability theory stochastic processes fluctuation phenomena random processes time series analysis |
Issue Date: | Apr-2007 |
Publisher: | American Physical Society |
Citation: | Physical Review E, 2007, Vol.98, p140201 |
Abstract: | We provide a quantitative analysis of the phenomenon of crowding of near-extreme events by computing exactly the density of states (DOS) near the maximum of a set of independent and identically distributed random variables. We show that the mean DOS converges to three different limiting forms depending on whether the tail of the distribution of the random variables decays slower than pure exponential, faster than pure exponential, or as a pure exponential function. We argue that some of these results would remain valid even for certain correlated cases and verify it for power-law correlated stationary Gaussian sequences. Satisfactory agreement is found between the near-maximum crowding in the summer temperature reconstruction data of western Siberia and the theoretical prediction. |
Description: | Restricted Access. An open-access version is available at arXiv.org (one of the alternative locations) |
URI: | http://hdl.handle.net/2289/4518 |
ISSN: | 1539-3755 1550-2376 (Online) |
Alternative Location: | http://adsabs.harvard.edu/abs/2007PhRvL..98n0201S http://dx.doi.org/10.1103/PhysRevLett.98.140201 |
Copyright: | 2007 The American Physical Society |
Appears in Collections: | Research Papers (TP) |
Files in This Item:
File | Description | Size | Format | |
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2007_PhysRevLett_V98_p140201.pdf Restricted Access | Restricted Access | 250.79 kB | Adobe PDF | View/Open Request a copy |
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