A new transform theorem for stochastic processes with special application to counting statistics

Carel M. Van Vliet and Peter H. Handel

Physica A: Statistical Mechanics and its Applications, 1982, vol. 113, issue 1, 261-276

Abstract: A new transform is derived which links the Allan variance uniquely to the spectrum and vice versa. This transform pair handles well, besides the usual Lorentzian spectra, the less well behaved spectra S(ω) = Cω−μ, −1<μ<3. In particular the theorem is useful for 1/ƒ noise, for which the connection with counting statistics is described in detail.

Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:113:y:1982:i:1:p:261-276

DOI: 10.1016/0378-4371(82)90019-X

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