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An entropy-based stability analysis of extreme fluctuations in a system featuring a 1/f spectrum

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Abstract

Extreme fluctuations are modeled by a point system of stochastic equations, in which power spectra inversely proportional to the frequency are produced under the effect of white noise. The distribution of extreme fluctuations corresponds to the maximum of statistical entropy, which points to their stability in nature. By calculating the spectral entropy of random processes, it becomes possible to investigate their stability directly from power spectra without the need to calculate the amplitude distribution functions. The spectral entropy as a function of white noise amplitude has a minimum. The position of the spectral entropy minimum corresponds to the critical state of the system in which the spectra of fluctuating quantities are inversely proportional to the frequency.

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Authors and Affiliations

  1. Institute of Thermal Physics, Ural Branch, Russian Academy of Sciences, Yekaterinburg, 620016, Russia

    V. N. Skokov & V. P. Koverda

Authors
  1. V. N. Skokov
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  2. V. P. Koverda
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Correspondence to V. N. Skokov.

Additional information

Original Russian Text © V.N. Skokov, V.P. Koverda, 2017, published in Doklady Akademii Nauk, 2017, Vol. 477, No. 1, pp. 26–29.

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Skokov, V.N., Koverda, V.P. An entropy-based stability analysis of extreme fluctuations in a system featuring a 1/f spectrum. Dokl. Phys. 62, 491–494 (2017). https://doi.org/10.1134/S1028335817110039

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  • DOI: https://doi.org/10.1134/S1028335817110039

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