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Extreme value statistics in records with long-term persistence

✍ Scribed by Eichner, Jan; Kantelhardt, Jan; Bunde, Armin; Havlin, Shlomo


Book ID
111915549
Publisher
The American Physical Society
Year
2006
Tongue
English
Weight
252 KB
Volume
73
Category
Article
ISSN
1063-651X

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πŸ“œ SIMILAR VOLUMES


Return intervals of rare events in recor
✍ Armin Bunde; Jan F. Eichner; Shlomo Havlin; Jan W. Kantelhardt πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 276 KB

Many natural records exhibit long-term correlations characterized by a power-law decay of the auto-correlation function, C(s) ∼ s -, with time lag s and correlation exponent 0 ‘ ‘ 1. We study, how the presence of such correlations a ects the statistics of the return intervals rq for events above a c