Related papers: Power-Law Noises over General Spatial Domains and …
Many simulations of stochastic processes require colored noises: I describe here an exact numerical method to simulate power-law noises: the method can be extended to more general colored noises, and is exact for all time steps, even when…
Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…
This is an overview about natural sample spaces for differential equations driven by various noises. Appropriate sample spaces are needed in order to facilitate a random dynamical systems approach for stochastic differential equations. The…
A method for simulating power law noise in clocks and oscillators is presented based on modification of the spectrum of white phase noise, then Fourier transforming to the time domain. Symmetric real matrices are introduced whose…
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…
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…
We present and analyze stochastic nonlinear differential equations generating signals with the power-law distributions of the signal intensity, 1/f^b noise, power-law autocorrelations and second order structural (height-height correlation)…
There are several mathematical models yielding 1/f noise. For example, 1/f spectrum can be obtained from stochastic sequence of pulses having power-law distribution of pulse durations or from nonlinear stochastic differential equations. We…
Procedural noise is a fundamental component of computer graphics pipelines, offering a flexible way to generate textures that exhibit "natural" random variation. Many different types of noise exist, each produced by a separate algorithm. In…
The modeling of intrinsic noise in pulsar timing residual data is of crucial importance for Gravitational Wave (GW) detection and pulsar timing (astro)physics in general. The noise budget in pulsars is a collection of several well studied…
$1/f^\alpha$ noises are ubiquitous and affect many measurements. These noises are both a nuisance and a peculiarity of several physical systems; in dielectrics, glasses and networked liquids it is very common to study this noise to gather…
The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
Machine learning, and in particular neural network models, have revolutionized fields such as image, text, and speech recognition. Today, many important real-world applications in these areas are driven by neural networks. There are also…