Nonlinear stochastic models of 1/f noise and power-law distributions

Bronislovas Kaulakys, Julius Ruseckas, Vygintas Gontis and Miglius Alaburda

Physica A: Statistical Mechanics and its Applications, 2006, vol. 365, issue 1, 217-221

Abstract: Starting from the developed generalized point process model of 1/f noise [B. Kaulakys et al., Phys. Rev. E 71 (2005) 051105] we derive the nonlinear stochastic differential equations for the signal exhibiting 1/fβ noise and 1/xλ distribution density of the signal intensity with different values of β and λ. The processes with 1/fβ are demonstrated by the numerical solution of the derived equations with the appropriate restriction of the diffusion of the signal in some finite interval. The proposed consideration may be used for modeling and analysis of stochastic processes in different systems with the power-law distributions, long-range memory or with the elements of self-organization.

Keywords: 1/f noise; Stochastic processes; Point processes; Stochastic equations; Power-law distributions (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:365:y:2006:i:1:p:217-221

DOI: 10.1016/j.physa.2006.01.017

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