Random walk and 1/f noise

Carolyne M. Van Vliet

Physica A: Statistical Mechanics and its Applications, 2002, vol. 303, issue 3, 421-426

Abstract: Older and recent papers have claimed that a 1/f spectrum can be associated with a sum of pulses arising from a one-dimensional diffusion process. This claim is fallacious since diffusion refers to a collective stochastic process, being the sum of random flights, which constitute the “elementary events”.

Keywords: Random flights; Diffusion; 1/f noise (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:303:y:2002:i:3:p:421-426

DOI: 10.1016/S0378-4371(01)00489-7

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