Stability of Random Processes with the 1/f α Spectrum

Extreme fluctuations have been modeled based on point nonpotential and potential systems of stochastic equations, in which white noise induces random processes with a power-law frequency dependence of the power spectra. The distribution of extreme fluctuations corresponds to the maximum of statistic...

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Veröffentlicht in:Doklady. a journal of the Russian Academy of Sciences. Physics 2018, Vol.63 (11), p.451-454
Hauptverfasser: Koverda, V. P., Skokov, V. N.
Format: Artikel
Sprache:eng
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Zusammenfassung:Extreme fluctuations have been modeled based on point nonpotential and potential systems of stochastic equations, in which white noise induces random processes with a power-law frequency dependence of the power spectra. The distribution of extreme fluctuations corresponds to the maximum of statistical entropy, which indicates their stability. The stability of fluctuation processes with 1/ f   α power spectra has been analyzed based on the principle of maximum information entropy.
ISSN:1028-3358
1562-6903
DOI:10.1134/S1028335818110022