Governing stochastic equation for a self-similar random process

DOI10.1016/J.PHYSA.2023.129141MaRDI QIDQ6054643zbMATH OpenOpenAlexFDO

Authors V. P. Koverda, V. N. Skokov

Publication date 28 September 2023

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2023.129141

zbMATH Keywords

maximum entropynoisepower spectrumself-similar random processesstochastic equations

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A Mathematical Theory of Communication
• Establishment of a stationary stochastic process with a \(1/f\) Spectrum
• Fractional Brownian Motions, Fractional Noises and Applications
• scientific article; zbMATH DE number 1059167 (Why is no real title available?)
• scientific article; zbMATH DE number 3794378 (Why is no real title available?)
• scientific article; zbMATH DE number 3327849 (Why is no real title available?)
• scientific article; zbMATH DE number 3036575 (Why is no real title available?)
• Large deviations, condensation and giant response in a statistical system
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Possible generalization of Boltzmann-Gibbs statistics.
• Random process with a turbulent power spectrum
• The Kolmogorov-Obukhov statistical theory of turbulence
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(1)

• An analytical approach for describing self-similar random processes with positive variables

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