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Relation between global fluctuations in non-equilibrium systems and Gumbel statistics

Friday 30th June 2006 - 11:30 to 11:40
INI Seminar Room 1
We explain how the statistics of global observables in non-equilibrium or correlated systems can be related to extreme value problems and to Gumbel statistics. This relationship then naturally leads to the emergence of the generalized Gumbel distribution G_a(x), with a real index a, in the study of global fluctuations. To illustrate these results, we introduce an exactly solvable nonequilibrium model describing an energy flux on a lattice, with local dissipation, in which the fluctuations of the global energy are precisely described by the generalized Gumbel distribution. Related Links * - Preprint version of the letter (to appear in PRL)
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons