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arxiv: 1512.04298 · v1 · pith:6KOARBYMnew · submitted 2015-12-14 · ⚛️ physics.data-an

1/f noise from the nonlinear transformations of the variables

classification ⚛️ physics.data-an
keywords noisebetanonlinearprocessestransformationsequationsfluctuationsmodeling
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The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have been proposed and analyzed. Here we use the self-similarity properties of this model with respect to the nonlinear transformations of the variable of these equations and show that $1/f^\beta$ noise of the observable may yield from the power-law transformations of well-known standard processes, like the Brownian motion, Bessel and similar stochastic processes. Analytical and numerical investigations of such techniques for modeling processes with $1/f^\beta$ fluctuations is presented.

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