Related papers: 1/f noise from nonlinear stochastic differential e…
Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…
We introduce a model able to reproduce the main features of 1/f noise: hyper-universality (the power-law exponents are independent on the dimension of the system; we show here results in d=1,2) and apparent lack of a low-frequency cutoff in…
Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…
We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…
Fluctuations in the fluorescence from macroscopic ensembles of colloidal semiconductor quantum dots have the spectral form of 1/f noise. The measured power spectral density reflects the fluorescence intermittency of individual dots with…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an…
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently…
Recent experiments on blinking quantum dots and weak turbulence in liquid crystals reveal the fundamental connection between $1/f$ noise and power law intermittency. The non-stationarity of the process implies that the power spectrum is…
We consider the response of a memoryless nonlinear device that converts an input signal $\xi(t)$ into an output $\eta(t)$ that only depends on the value of the input at the same time, $t$. For input Gaussian noise with power spectrum…
We present and analyze the simple analytically solvable model of 1/f noise, which can be relevant for the understanding of the origin, main properties and parameter dependencies of the flicker noise. In the model, the currents or signals…
In this paper it is demonstrated that a 1/f power spectrum appears in the process originated by the superposition of many similar single-sided RTN processes with the same relaxation time. The non-relaxed regime, the Gaussian nature and the…
Internal mechanism leading to the emergence of the widely occurring 1/f noise still remains an open issue. In this paper we investigate the distinction between internal time of the system and the physical time as a source of 1/f noise.…
Spatial and temporal noise power spectra of stripe patterns are investigated, using as a model a Swift-Hohenberg equation with a stochastic term. In particular, the analytical and numerical investigations show: 1) the temporal noise spectra…
Statistic dynamics of financial systems is investigated, basing on a model of randomly coupled equation system driven by stochastic Langevin force. It is found that in stable regime the noise power spectrum of the system is of 1/f^alpha…
Discovering the mechanism underlying the ubiquity of $"1/f^{\alpha}"$ noise has been a long--standing problem. The wide range of systems in which the fluctuations show the implied long--time correlations suggests the existence of some…
The power spectrum of quantum dot fluorescence exhibits $1/f^\beta$ noise, related to the intermittency of these nanosystems. As in other systems exhibiting $1/f$ noise, this power spectrum is not integrable at low frequencies, which…
Interest in understanding the interplay between noise and the response of a non-linear device cuts across disciplinary boundaries. It is as relevant for unmasking the dynamics of neurons in noisy environments as it is for designing reliable…
Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For…
The spectral statistic $\delta_n$ measures the fluctuations of the number of energy levels around its mean value. It has been shown that chaotic quantum systems display $1/f$ noise (pink noise) in the power spectrum $S(f)$ of the $\delta_n$…