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

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.