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An analytical approach for describing self-similar random processes with positive variables

Author

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  • Koverda, V.P.
  • Skokov, V.N.

Abstract

An analytical approach to describe self-similar random processes with positive variables is proposed. The approach is based on the use of a system of nonlinear stochastic equations describing stochastic dynamics at coupled interacting nonequilibrium phase transitions. The solutions of the proposed equations are random processes with power-law behavior of spectral densities and probability density functions. An entropy analysis of stability of random processes is carried out.

Suggested Citation

  • Koverda, V.P. & Skokov, V.N., 2025. "An analytical approach for describing self-similar random processes with positive variables," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 673(C).
    • Handle: RePEc:eee:phsmap:v:673:y:2025:i:c:s037843712500336x
    DOI: 10.1016/j.physa.2025.130684
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