Related papers: 1/f noise from nonlinear stochastic differential e…
We consider a stochastic partial differential equation (SPDE) on a lattice \partial_t X=(\Delta-m^2)X-\lambda X^p+\eta where $\eta$ is a space-time L\'evy noise. A perturbative (in the sense of formal power series) strong solution is given…
It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…
We describe a mechanism, which links the long-range potential fluctuations induced by charged defects to the low frequency resistance noise widely known as 1/f noise. This mechanism is amenable to the first principles microscopic…
In this article we investigate the energy spectrum statistics of fractals at the quantum level. We show that the energy-level distribution of a fractal follows a power-law behaviour, if its energy spectrum is a limit set of piece-wise…
Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…
Based on the connection between the spectral form factor and the probability to return, the origin of the $1/f^\alpha$-noise in fully chaotic and fully integrable systems is traced to the quantum interference between invariant manifolds of…
We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta…
An analytically solvable model is proposed exhibiting 1/f spectrum in any desirably wide range of frequency (but excluding the point f=0). The model consists of pulses whose recurrence times obey an autoregressive process with very small…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
The mechanism at the base of phase noise generation in electrical oscillators is reexamined from first principles. The well known Lorentzian spectral power distribution is obtained, together with a clearcut expression for the line-width…
We examine the power spectrum of the energy level fluctuations of a family of critical power-law random banded matrices with properties similar to those of a disordered conductor at the Anderson transition. It is shown both analytically and…
This article develops a fundamental insight into the behavior of neuronal membranes, focusing on their responses to stimuli measured with power spectra in the frequency domain. It explores the use of linear and nonlinear (quadratic…
We discuss the influence of white noise on a generic dynamical finite-time-singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time-singularity and replaces it by a first-passage-time or…
Multiplicative random processes in (not necessaryly equilibrium or steady state) stochastic systems with many degrees of freedom lead to Boltzmann distributions when the dynamics is expressed in terms of the logarithm of the normalized…
Quantum chaotic and integrable systems are known to exhibit a characteristic $1/f$ and $1/f^{2}$ noise, respectively, in the power spectrum associated to their spectral fluctuations. A recent work [R. Riser, V. A. Osipov, and E. Kanzieper,…
The power density spectrum of a light curve is often calculated as the average of a number of spectra derived on individual time intervals the light curve is divided into. This procedure implicitly assumes that each time interval is a…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
We report the experimental observation of $1/f^{\alpha}$ noise in quasi-bidimensionnal turbulence of an electromagnetically forced flow. The large scale velocity $U_L$ exhibits this power-law spectrum with $\alpha \simeq 0.7$ over a range…
Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…
The response properties of excitable systems driven by colored noise are of great interest, but are usually mathematically only accessible via approximations. For this reason, dichotomous noise, a rare example of a colored noise leading…