Related papers: Stochastic nonlinear differential equation generat…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…
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}$…
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…
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…
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…
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)…
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…
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.…
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…
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
Simple analytically solvable models are proposed exhibiting 1/f spectrum in wide range of frequency. The signals of the models consist of pulses (point process) which interevent times fluctuate about some average value, obeying an…
We provide evidence that for some values of the parameters a simple agent based model, describing herding behavior, yields signals with 1/f power spectral density. We derive a non-linear stochastic differential equation for the ratio of…
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…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
A general physical model is presented for 1/f noise. The main questions raised by this type of noise can be solved if at the origin of the phenomenon we consider many similar like RTN two-state processes in co-operation among them to…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…