Relation between global fluctuations in non-equilibrium systems and Gumbel statistics
Seminar Room 1, Newton Institute
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.
* http://arxiv.org/abs/cond-mat/0506166 - Preprint version of the letter (to appear in PRL)