Stability of Random Processes with the 1/f α Spectrum
- Authors: Koverda V.P.1, Skokov V.N.1
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Affiliations:
- Institute of Thermal Physics, Ural Branch, Russian Academy of Sciences
- Issue: Vol 63, No 11 (2018)
- Pages: 451-454
- Section: Physics
- URL: https://journals.rcsi.science/1028-3358/article/view/192566
- DOI: https://doi.org/10.1134/S1028335818110022
- ID: 192566
Cite item
Abstract
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.
About the authors
V. P. Koverda
Institute of Thermal Physics, Ural Branch, Russian Academy of Sciences
Author for correspondence.
Email: koverda@itp.uran.ru
Russian Federation, Yekaterinburg, 620016
V. N. Skokov
Institute of Thermal Physics, Ural Branch, Russian Academy of Sciences
Author for correspondence.
Email: vnskokov@itp.uran.ru
Russian Federation, Yekaterinburg, 620016
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