Open AccessМаксимум энтропии в масштабно-инвариантных процессах с 1/f-=SUP=-alpha-=/SUP=--спектром мощности: влияние анизотропии белого шума
Author(s) -
В.П. Коверда,
В.Н. Скоков
Publication year - 2019
Publication title -
pisʹma v žurnal tehničeskoj fiziki
Language(s) - English
Resource type - Journals
eISSN - 1726-7471
pISSN - 0320-0116
DOI - 10.21883/pjtf.2019.09.47707.17718
Subject(s) - exponent , spectral line , anisotropy , physics , white noise , spectral density , alpha (finance) , nonlinear system , stochastic process , mathematics , quantum mechanics , statistics , construct validity , psychometrics , philosophy , linguistics
Large value fluctuations are modeled by a system of nonlinear stochastic equations describing the interacting phase transitions. Under the action of anisotropic white noise, random processes are formed with the 1/f^alpha dependence of the power spectra on frequency at values of the exponent from 0.7 to 1.7. It is shown that fluctuations with 1/f^alpha power spectra in the studied range of changes correspond to the entropy maximum, which indicates the stability of processes with 1/f^alpha power spectra at different values of the exponent alpha.