Relaxation in establishing a steady-state stochastic process with 1/f spectrum and low-frequency spike statistics

被引:5
|
作者
Koverda, V. P. [1 ]
Skokov, V. N. [1 ]
机构
[1] Russian Acad Sci, Ural Div, Inst Thermal Phys, Ekaterinburg 620016, Russia
基金
俄罗斯基础研究基金会;
关键词
D O I
10.1134/S1063784207110011
中图分类号
O59 [应用物理学];
学科分类号
摘要
According to theory, fluctuations with a power spectrum inversely proportional to frequency (1/f processes) may arise when dissimilar phase transitions simultaneously take place in physical systems with intense white noise. In this work, relaxation effects in establishing a steady-state stochastic process with non-equilibrium phase transitions are described in terms of two nonlinear stochastic differential equations. The results thus obtained carry information on the statistics of large-scale low-frequency spikes. Step "forgetting" of initial conditions is noted. It is numerically shown that the distributions of the durations and maximal values of extreme low-frequency spikes have a power-type form.
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页码:1391 / 1396
页数:6
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