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Random process with a turbulent power spectrum

Author

Listed:
  • Koverda, V.P.
  • Skokov, V.N.

Abstract

Random processes with large fluctuations are simulated by a system of nonlinear stochastic equations describing coupled nonequilibrium phase transitions. It is shown that under the action of white noise a critical state can arise, which is characterized by a turbulent spectrum and a scale-invariant probability density function. Under the action of a periodic force on a random process with a turbulent spectrum, a resonant response of scale-invariant functions arises. The lumped system is generalized to the spatially distributed case. To study the sustainability and stationarity of a random process, the principle of maximum entropy is used.

Suggested Citation

  • Koverda, V.P. & Skokov, V.N., 2023. "Random process with a turbulent power spectrum," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 612(C).
    • Handle: RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000468
    DOI: 10.1016/j.physa.2023.128491
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