Distribution of return intervals of extreme events

被引：20
|
作者：
Pennetta, C
机构：
[1] Univ Lecce, Dipartimento Ingn Innovaz, I-73100 Lecce, Italy
[2] INFM, CNR, Natl Nanotechnol Lab, I-73100 Lecce, Italy
来源：
EUROPEAN PHYSICAL JOURNAL B | 2006年 / 50卷 / 1-2期
关键词：
D O I：
10.1140/epjb/e2006-00140-y
中图分类号：
O469 [凝聚态物理学];
学科分类号：
070205 ;
摘要：
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.
引用
收藏
页码：95 / 98
页数：4
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