Establishment of a stationary stochastic process with a 1/f Spectrum

DOI10.1016/J.PHYSA.2020.124581OpenAlexW3017162862MaRDI QIDQ2139678FDOQ2139678

V. P. Koverda, V. N. Skokov

Publication date: 19 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.124581

zbMATH Keywords

maximum entropyrelaxationstationary random process\(1/f\) power spectrumscale-invariant fluctuations

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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• A Mathematical Theory of Communication
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Cited In (3)

• Governing stochastic equation for a self-similar random process
• Building a stationary stochastic process from a finite-dimensional marginal
• Title not available (Why is that?)

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