Statistics of extreme low-frequency fluctuations in a stationary stochastic process exhibiting the 1/f spectrum

被引:6
作者
Koverda, V. P. [1 ]
Skokov, V. N. [1 ]
机构
[1] Russian Acad Sci, Ural Div, Inst Thermal Phys, Ekaterinburg 620016, Russia
基金
俄罗斯基础研究基金会;
关键词
D O I
10.1134/S1028335807070026
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
A study was conducted to show the properties of extreme low-frequency fluctuations in a stationary stochastic process, with an intensity spectrum, inversely proportional to the frequency (1/f). The I/f processes were projected by the scale-invariant fluctuation distribution. The scale invariance of the random process was associated with the critical behavior and the self-organization of complex system. The fluctuation-power spectrum in the self-organized criticality models was found to be inversely proportional to the frequency squared. Random processes, containing the 1/f power spectrum were obtained in a set of two differential nonlinear stochastic equations, which defined the interaction of heterogeneous phase transition. The simulation of the white noise was realized by the sequence of Gaussian random numbers of zero mean value. Results show that durations of low-frequency fluctuations exhibit power dependence.
引用
收藏
页码:354 / 358
页数:5
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