Maximum entropy and stability of a random process with a 1/f power spectrum under deterministic action

V.P. Koverda and V.N. Skokov

Physica A: Statistical Mechanics and its Applications, 2012, vol. 391, issue 23, 5850-5857

Abstract: The principle of maximum entropy has been used to analyze the stability of the resulting process observed during the interaction of a random process with a 1/f spectrum and a deterministic action in lumped and distributed systems of nonlinear stochastic differential equations describing the coupled nonequilibrium phase transitions. Under the action of a harmonic force the stable resulting process is divided into two branches depending on the amplitude of the harmonic force. Under the action of exponential relaxation in a lumped system with an increase in the dumping coefficient the power spectrum of the resulting process becomes a spectrum of the Lorentz type.

Keywords: 1/f noise; Stability; Stochastic equations; Maximum entropy principle; Nonequilibrium phase transitions (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:391:y:2012:i:23:p:5850-5857

DOI: 10.1016/j.physa.2012.07.016

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