Revisiting fractional Gaussian noise

DOI10.1016/J.PHYSA.2018.09.008MaRDI QIDQ2157935zbMATH OpenOpenAlexWikidataFDO

Authors Ming Li, Xichao Sun, Xi Xiao

Publication date 22 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2018.09.008

zbMATH Keywords

filters of fractional orderfractional Gaussian noisefrequency transfer functionimpulse response function

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

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• Modeling autocorrelation functions of long-range dependent teletraffic series based on optimal approximation in Hilbert space -- a further study
• Moderate deviations for stochastic fractional heat equation driven by fractional noise
• On the fractal distribution of primes and prime-indexed primes by the binary image analysis
• Ornstein-Uhlenbeck process with fluctuating damping
• Power-law correlations, related models for long-range dependence and their simulation
• Signal detection in fractional Gaussian noise
• {\(\alpha\)}-time fractional Brownian motion: PDE connections and local times

Cited in

(7)

• Simulation of two-dimensional fractional Gaussian noise
• Gaussian noise sensitivity and Fourier tails
• The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
• Fractal teletraffic delay bounds in computer networks
• Exact solutions of fractional order oscillation equation with two fractional derivative terms
• Mapping time series into signed networks via horizontal visibility graph
• On fast generation of fractional Gaussian noise

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