Generation of short and long range temporal correlated noises (Q1964155)

The authors describe a numerical method to generate Gaussian noise with given temporal correlation \(\gamma(t)\). The correlation can be either short or long ranged. It is assumed that the Fourier transform \(\gamma(\omega)\) of the correlation function is known. The noise is first generated in the \(\omega\)-Fourier space. In cases where the Fourier transform of \(\gamma(t)\) cannot be properly defined, the method is applied with a suitable cutoff. Several examples are presented.