Recognition: unknown
Wiener-Khinchin theorem for nonstationary scale-invariant processes
classification
❄️ cond-mat.stat-mech
keywords
processesnonstationarytheorembrowniandiffusionmotionpowerrelated
read the original abstract
We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging processes with asymptotically scale-invariant correlation functions. As an application, we analyze the power spectrum of three paradigmatic models of anomalous diffusion: scaled Brownian motion, fractional Brownian motion and diffusion in a logarithmic potential. We moreover elucidate how the nonstationarity of generic subdiffusive processes is related to the infrared catastrophe of 1/f-noise.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.