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arxiv: 1707.01226 · v1 · pith:3VDB3TS3new · submitted 2017-07-05 · ❄️ cond-mat.stat-mech

1/f^(β) noise for scale-invariant processes: How long you wait matters

classification ❄️ cond-mat.stat-mech
keywords agingbetacorrelationfunctiongeneralmeasurementnoisescale-invariant
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We study the power spectrum which is estimated from a nonstationary signal. In particular we examine the case when the signal is observed in a measurement time window $[t_w,t_w+t_m]$, namely the observation started after a waiting time $t_w$, and $t_m$ is the measurement duration. We introduce a generalized aging Wiener-Khinchin theorem which relates between the spectrum and the time- and ensemble-averaged correlation function for arbitrary $t_m$ and $t_w$. Furthermore we provide a general relation between the non-analytical behavior of the scale-invariant correlation function and the aging $1/f^{\beta}$ noise. We illustrate our general results with two-state renewal models with sojourn times' distributions having a broad tail.

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