Modes of a Gaussian random walk (Q1870241)

The author shows that a one-dimensional Gaussian random walk (GRW) possesses an underlying structure in the form of random oscillatory modes. These modes are not sinusoids, but can be isolated by a well-defined procedure. They have average wavelengths and amplitudes, both of which can be determined by experiments or by theoretical calculations. The author isolates random mode of \(n\)th order for arbitrary positive integer \(n\). He investigates evolution of the wavelength of the \(n\)th order random mode separately for \(n=1\), \(n=2\), \(n=3\) and for \(n>3\). The author shows that the average wavelength and the average amplitude scale with the order of the mode in exactly the same way that the modes of the well-known Weierstrass fractal scale with mode order. This is remarkable since the wave generated by the Weierstrass function, \(W(x)=\sum_{m=1}^{\infty} (1/a)^m\cos(g^mx)\), is fully determined for the variable \(x\) whereas the GRW is stochastic. For a GRW the parameters corresponding to \(a\) and \(g\) in the Weierstrass function are found to be 2.0 and 4.0, respectivelly. These values are independent of the variance associated with the GRW.