Universal fluctuations and extreme-value statistics

We study the effect of long-range algebraic correlations on extreme-value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution. We also consider the square-width fluctuations of the avalanche signal. We find, as recently predicted by Antal et al for logarithmic correlated 1/f signals, that these fluctuations follow the Fisher-Tippett-Gumbel distribution from uncorrelated extreme-value statistics. (author)