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.
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Translated by Yu. Sin’kov
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Koverda, V.P., Skokov, V.N. Stability of Random Processes with the 1/f α Spectrum. Dokl. Phys. 63, 451–454 (2018). https://doi.org/10.1134/S1028335818110022
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DOI: https://doi.org/10.1134/S1028335818110022