Related papers: Modeling 1/f noise
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
A number theoretical model of $1/f$ noise found in phase locked loops is developed. The dynamics of phases and frequencies involved in the nonlinear mixing of oscillators and the low-pass filtering is formulated thanks to the rules of the…
Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of…
What happens to the optimal interpretation of noisy data when there exists more than one equally plausible interpretation of the data? In a Bayesian model-learning framework the answer depends on the prior expectations of the dynamics of…
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…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…
Modeling and synthesizing image noise is an important aspect in many computer vision applications. The long-standing additive white Gaussian and heteroscedastic (signal-dependent) noise models widely used in the literature provide only a…
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…
1/f noise at arbitrary low frequences is the way of existence of irreversibility in thermal motion governed by reversible laws of mechanics. This statement not once was confirmed in statistical mechanics beyond its traditional kinetical…
We study the noise of the intensity variance and of the intensity correlation and structure functions measured in light scattering from a random medium in the case when these quantities are obtained by averaging over a finite number N of…
First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…
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…
This article reports on a new approach to properly analyze time series of dynamical systems which are spoilt by the simultaneous presence of dynamical noise and measurement noise. It is shown that even strong external measurement noise as…
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…
A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…
We study the role played by noise on the QW introduced in [1], a 1D model that is inspired by a two particle interacting QW. The noise is introduced by a random change in the value of the phase during the evolution, from a constant…
We propose a simple model for the origin of pink noise (or 1/f fluctuation) based on the beat of cooperative waves. These cooperative waves arise spontaneously in a system with synchronization, resonance, and infrared divergence. Many…
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…
The analysis of high-frequency financial data is often impeded by the presence of noise. This article is motivated by intraday return data in which market microstructure noise appears to be rough, that is, best captured by a continuous-time…