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 (also known as fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling 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 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 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