  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 T. Antal, M. Droz G. Gyorgyi and Z.
Racz for logarithmic correlated 1/f signals, that these fluctuations follow the
Fisher-Tippett-Gumbel distribution from uncorrelated extreme value statistics.
