J. Phys. I France
Volume 1, Numéro 7, July 1991
Page(s) 971 - 977
DOI: 10.1051/jp1:1991180
J. Phys. I France 1 (1991) 971-977

Complexity and 1/ f noise. A phase space approach

Yi-Cheng Zhang

INFN, Piazzale A. Moro 2, I-00185 Roma, Italy Phys. Dept. Aarhus Univ. 8000 Aarhus C., Denmark

(Received 1 May 1991, accepted 13 May 1991)

A complexity measure is introduced which is the integral of the coarse-grained, scale dependent entropies. As an application we analyze a Gaussian distribution model for noise signals. We find that among all possible distributions the one having the 1/ f power spectrum maximizes the complexity measure.

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