FLICKER NOISE 1)2)
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An irregular criticality signal corresponding to the triggering of a timely variety of sudden changes in unstable composite systems.
P. BAK and K. CHEN state: "…flicker noise suggests that the dynamics of the system are strongly influenced by past events. In contrast, white noise, a random Signal, implies no correlation between the current dynamics and past events" (1991, p.28).
They add: "The theory of self-organized criticality suggests a rather general interpretation: flicker noise is a superposition of signals of all sizes and durations-signals produced when a dynamic (composite) system in a critical state produces chain reactions of all sizes and durations" (Ibid).
The flicker noise expresses an inverse relation between the amplitude of fluctuations and their number. Small fluctuations are very frequent and numerous, while giant ones are very rare.
The concept has been applied to earthquakes by B. GUTENBERG and Ch. RICHTER. The GUTENBERG-RICHTER law says that: "The number of earthquakes each year that release a certain amount of energy E, is proportional to 1 divided by E to the power of b where the exponent b is about 1,5. The exponent b is universal in the sense that it does not depend on the particular geographic area. Hence, large earthquakes are much more rare than small ones" (BAK & CHEN, p.29).
The comparison for example, with stock's quotations fluctuations, populations variations, or even social unrest, leads to the insight that small and frequent releases of tensions avoid the crossing of more dangerous instability thresholds. When they do not occur or are much delayed a runaway event becomes unavoidable and leads to an explosive release of pent-up stresses.
BAK and CHEN report that B. MANDELBROT has found fluctuations in the DOW JONES index, similar to flicker noise (Ibid).
Categories
- 1) General information
- 2) Methodology or model
- 3) Epistemology, ontology and semantics
- 4) Human sciences
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Publisher
Bertalanffy Center for the Study of Systems Science(2020).
To cite this page, please use the following information:
Bertalanffy Center for the Study of Systems Science (2020). Title of the entry. In Charles François (Ed.), International Encyclopedia of Systems and Cybernetics (2). Retrieved from www.systemspedia.org/[full/url]
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