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تسجيل مستخدم جديدThe relationship between extremum statistics and universal fluctuations
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The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian universal curve. We derive the functional form of the global PDF in terms of the source PDF of the individual events in the system. A single parameter distinguishes the global PDF and is related to the exponent of the source PDF. When normalized, the global PDF is shown to be insensitive to this parameter and importantly we obtain the previously demonstrated universality from an uncorrelated Gaussian source PDF. The second and third moments of the global PDF are more sensitive, providing a powerful tool to probe the degree of complexity of physical systems.
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