The Entropy Maximum in Scale-Invariant Processes with 1/f α Power Spectrum: the Effect of White Noise Anisotropy

Abstract

Extreme fluctuations are simulated by a system of nonlinear stochastic equations describing the interacting phase transitions. Random 1/f ^α processes are formed under the action of anisotropic white noise with α-dependence of the power spectra on frequency and exponent α ranging from 0.7 to 1.7. It is shown that fluctuations with 1/f ^α power spectra in the studied range of α correspond to the entropy maximum, which indicates the stability of such processes at different values of exponent α.