English

1/f noise from the nonlinear transformations of the variables

Data Analysis, Statistics and Probability 2016-01-20 v1

Abstract

The origin of the low-frequency noise with power spectrum 1/fβ1/f^\beta (also known as 1/f1/f fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling 1/fβ1/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/fβ1/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/fβ1/f^\beta fluctuations is presented.

Keywords

Cite

@article{arxiv.1512.04298,
  title  = {1/f noise from the nonlinear transformations of the variables},
  author = {B. Kaulakys and M. Alaburda and J. Ruseckas},
  journal= {arXiv preprint arXiv:1512.04298},
  year   = {2016}
}

Comments

5 pages, 11 figures