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Extreme events in bimodal systems
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2008 (English)In: Physical Review E. Statistical, Nonlinear, and Soft Matter Physics: Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, ISSN 1063-651X, E-ISSN 1095-3787, Vol. 78, no 3, 036222- p.Article in journal (Refereed) Published
Abstract [en]

The extreme value statistics of systems possessing a two-hump probability density of the relevant variable, in which the left peak is more pronounced than the right one, is studied. It is shown that systems of this type display a nontrivial transient behavior in the form of anomalous fluctuations around the mean, for certain (finite) ranges of observational time windows. The results are illustrated on independent identically distributed random variables, systems possessing two locally stable states and subjected to additive white noise, and dynamical systems in the regime of deterministic chaos.

Place, publisher, year, edition, pages
2008. Vol. 78, no 3, 036222- p.
National Category
Physical Sciences
Identifiers
URN: urn:nbn:se:uu:diva-107869DOI: 10.1103/PhysRevE.78.036222ISI: 000259683100045OAI: oai:DiVA.org:uu-107869DiVA: diva2:233361
Available from: 2009-08-31 Created: 2009-08-31 Last updated: 2017-12-13Bibliographically approved

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Physical Review E. Statistical, Nonlinear, and Soft Matter Physics: Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
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