Maximum Entropy Distributions of Scale-Invariant Processes

Abstract

Organizations of many variables in nature such as soil moisture and topography exhibit patterns with no dominant scales. The maximum entropy (ME) principle is proposed to show how these variables can be statistically described using their scale-invariant properties and geometric mean. The ME principle predicts with great simplicity the probability distribution of a scale-invariant process in terms of macroscopic observables. The ME principle offers a universal and unified framework for characterizing such multiscaling processes.