Distribution of return intervals of extreme events
Dipartimento di Ingegneria dell'Innovazione, Università di Lecce and CNR-INFM, National Nanotechnology Laboratory, via Arnesano, 73100 Lecce, Italy
Corresponding author: a email@example.com
Revised: 9 December 2005
Published online: 12 April 2006
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.
PACS: 05.40.-a – Fluctuation phenomena, random processes, noise, and Brownian motion / 05.45.Tp – Time series analysis / 02.50.-r – Probability theory, stochastic processes, and statistics
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2006