$1/f$ noise from the sequence of nonoverlapping rectangular pulses
Statistical Mechanics
2023-03-15 v5 Physics and Society
Statistical Finance
Abstract
We analyze the power spectral density of a signal composed of nonoverlapping rectangular pulses. First, we derive a general formula for the power spectral density of a signal constructed from the sequence of nonoverlapping pulses. Then we perform a detailed analysis of the rectangular pulse case. We show that pure noise can be observed until extremely low frequencies when the characteristic pulse (or gap) duration is long in comparison to the characteristic gap (or pulse) duration, and gap (or pulse) durations are power-law distributed. The obtained results hold for the ergodic and weakly nonergodic processes.
Cite
@article{arxiv.2210.11792,
title = {$1/f$ noise from the sequence of nonoverlapping rectangular pulses},
author = {Aleksejus Kononovicius and Bronislovas Kaulakys},
journal= {arXiv preprint arXiv:2210.11792},
year = {2023}
}
Comments
14 pages, 5 figures