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


  • Koverda, V.P.
  • Skokov, V.N.


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.

Suggested Citation

  • Koverda, V.P. & Skokov, V.N., 2012. "Maximum entropy and stability of a random process with a 1/f power spectrum under deterministic action," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(23), pages 5850-5857.
  • Handle: RePEc:eee:phsmap:v:391:y:2012:i:23:p:5850-5857
    DOI: 10.1016/j.physa.2012.07.016

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