Please use this identifier to cite or link to this item: http://hdl.handle.net/2289/4518
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dc.contributor.authorSabhapandit, Sanjib-
dc.contributor.authorMajumdar, Satya N.-
dc.date.accessioned2012-05-23T05:41:28Z-
dc.date.available2012-05-23T05:41:28Z-
dc.date.issued2007-04-
dc.identifier.citationPhysical Review E, 2007, Vol.98, p140201en
dc.identifier.issn1539-3755-
dc.identifier.issn1550-2376 (Online)-
dc.identifier.urihttp://hdl.handle.net/2289/4518-
dc.descriptionRestricted Access. An open-access version is available at arXiv.org (one of the alternative locations)en
dc.description.abstractWe 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.en
dc.language.isoenen
dc.publisherAmerican Physical Societyen
dc.relation.urihttp://adsabs.harvard.edu/abs/2007PhRvL..98n0201Sen
dc.relation.urihttp://dx.doi.org/10.1103/PhysRevLett.98.140201en
dc.rights2007 The American Physical Societyen
dc.subjectprobability theoryen
dc.subjectstochastic processesen
dc.subjectfluctuation phenomenaen
dc.subjectrandom processesen
dc.subjecttime series analysisen
dc.titleDensity of near-extreme eventsen
dc.typeArticleen
Appears in Collections:Research Papers (TP)

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