Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations
Data Analysis, Statistics and Probability
2015-05-18 v1 Chaotic Dynamics
Abstract
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian power-law distributions and 1/f^b noise.
Keywords
Cite
@article{arxiv.1001.2635,
title = {Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations},
author = {B. Kaulakys and M. Alaburda and J. Ruseckas},
journal= {arXiv preprint arXiv:1001.2635},
year = {2015}
}
Comments
4 pages, 3 figures