Tsallis distributions and 1/f noise from nonlinear stochastic differential equations
Statistical Mechanics
2015-06-03 v1 Data Analysis, Statistics and Probability
Abstract
Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We propose a class of nonlinear stochastic differential equations giving both the q-exponential or q-Gaussian distributions of signal intensity, revealing long-range correlations and 1/f^beta behavior of the power spectral density. The superstatistical framework to get 1/f^beta noise with q-exponential and q-Gaussian distributions of the signal intensity in is proposed, as well.
Keywords
Cite
@article{arxiv.1111.2995,
title = {Tsallis distributions and 1/f noise from nonlinear stochastic differential equations},
author = {J. Ruseckas and B. Kaulakys},
journal= {arXiv preprint arXiv:1111.2995},
year = {2015}
}