Low-frequency fluctuations in stochastic processes with a 1/fα spectrum

被引:0
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作者
V. P. Koverda
V. N. Skokov
机构
[1] Russian Academy of Sciences,Institute of Thermal Physics, Ural Branch
来源
Technical Physics | 2009年 / 54卷
关键词
05.40.Ca; 05.70.Fh;
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摘要
The results of numerical analysis of the Brownian movement of a particle in the force field of the potential corresponding to interacting subcritical and supercritical phase transitions are considered. If the white noise intensity corresponds to the critical intensity of the noise-induced transition, the system of stochastic differential equations describes random steady-state processes with fluctuation power spectra inversely proportional to frequency f, S(f) ∼ 1/fα, where exponent α varies in the interval 0.8 ≤ α ≤ 1.8. Exponent β of distribution function P(τ) ∼ τ−β for the duration of low-frequency extremal fluctuations, which are analogous to avalanches considered in the models of self-organized criticality in many respects, varies between the same limits. It is shown that exponents α and β are connected through the relation α + β = 2.
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页码:770 / 774
页数:4
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