Low-frequency fluctuations in stochastic processes with a 1/f α spectrum

被引:2
作者
Koverda, V. P. [1 ]
Skokov, V. N. [1 ]
机构
[1] Russian Acad Sci, Inst Thermal Phys, Ural Branch, Ekaterinburg 620016, Russia
基金
俄罗斯基础研究基金会;
关键词
SELF-ORGANIZED CRITICALITY; NONEQUILIBRIUM PHASE-TRANSITIONS; NOISE; STATISTICS;
D O I
10.1134/S1063784209060024
中图分类号
O59 [应用物理学];
学科分类号
摘要
The results of numerical analysis of the Brownian movement of a particle in the force field of the potential corresponding to interacting subcritical and supercritical phase transitions are considered. If the white noise intensity corresponds to the critical intensity of the noise-induced transition, the system of stochastic differential equations describes random steady-state processes with fluctuation power spectra inversely proportional to frequency f, S(f) similar to 1/f (alpha), where exponent alpha varies in the interval 0.8 a parts per thousand currency sign alpha a parts per thousand currency sign 1.8. Exponent beta of distribution function P(tau) similar to tau(-beta) for the duration of low-frequency extremal fluctuations, which are analogous to avalanches considered in the models of self-organized criticality in many respects, varies between the same limits. It is shown that exponents alpha and beta are connected through the relation alpha + beta = 2.
引用
收藏
页码:770 / 774
页数:5
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