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 |
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Hauptverfasser: | , |
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. |
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ISSN: | 1028-3358 1562-6903 |
DOI: | 10.1134/S1028335818110022 |