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arXiv physics/0510062physics.data-ancond-mat.stat-mechphysics.comp-ph
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极端事件重现期的分布

Distribution of Return Intervals of Extreme Events

Cecilia Pennetta

摘要:

在具有非指数衰减的有限项相关性的时间序列中研究了极端事件的回归区间的分布。精确地分析了非平衡稳态下粒状结构电阻器电阻波动极值返回区间的统计特性。电阻波动的计算蒙特卡罗模拟使用电阻网络的方法。研究发现,对于高度无序的网络,当自关联函数呈现非指数和非幂律衰减时,极值的返回区间分布是一个拉伸指数,指数与阈值无关.

英文摘要:

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.

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