Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations

Autor:	Kaulakys, B., Alaburda, M., Ruseckas, J.
Rok vydání:	2010
Předmět:	Physics - Data Analysis Statistics and Probability Nonlinear Sciences - Chaotic Dynamics
Zdroj:	NOISE AND FLUCTUATIONS: 19th International Conference on Noise and Fluctuations - ICNF 2007, AIP Conf. Proc. 922, p. 439-442 (2007)
Druh dokumentu:	Working Paper
DOI:	10.1063/1.2759716
Popis:	We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian power-law distributions and 1/f^b noise. Comment: 4 pages, 3 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1001.2635 Zobrazit plný text záznamu View this record from Arxiv