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arxiv: 1506.04918 · v1 · submitted 2015-06-16 · ❄️ cond-mat.stat-mech

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Wiener-Khinchin theorem for nonstationary scale-invariant processes

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classification ❄️ cond-mat.stat-mech
keywords processesnonstationarytheorembrowniandiffusionmotionpowerrelated
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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.

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