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

Bertin, E
Friday 30 June 2006, 11:30-11:40

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. Related Links * - Preprint version of the letter (to appear in PRL)


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