Nicholas R. Moloney & Joern Davidsen
We present numerical results for the statistics of extremal quantities in stationary long-range correlated signals. Previous studies have typically focused on signals with Gaussian underlying distribution, i.e. fractional Brownian motion. Here we consider (a) uniform underlying distribution, (b) fractional Levy motion. Meanwhile, the extremal quantities we consider are (i) maximum relative to average, (ii) maximum relative to initial value, (iii) maximum relative to minimum. We compare the numerics to analytic results for independent and identically distributed random variables.