A theory of noise based on generalized random walks

Hiroaki Hara, Sang Don Choi and Yeon Choon Chung

Physica A: Statistical Mechanics and its Applications, 1987, vol. 144, issue 2, 481-494

Abstract: Based on a generalized random walks (GRW) model proposed by one of the present authors, a theory of noise is developed. In the present system, two different types of randomness, internal and external, are considered. Internal noises yield the ususal randomness for a walker and lead one to a description based on random walks. External noises appear as additional fluctuations around the original processes. Jumping probabilities are composed of the corresponding two types of randomness. It is shown that a specification of these jumping reduces the present basic equation to the expression used in the conventional noise theory.

Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:144:y:1987:i:2:p:481-494

DOI: 10.1016/0378-4371(87)90203-2

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