Universal spectral densities: white and flicker noises
From MaRDI portal
Publication:3119939
DOI10.1088/1751-8121/aad372zbMath1407.60094OpenAlexW2883071555WikidataQ129515462 ScholiaQ129515462MaRDI QIDQ3119939
Iddo I. Eliazar, Igor M. Sokolov
Publication date: 28 February 2019
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8121/aad372
random walksuniversalitypower spectra\(1/f\) noiseFlicker noisegeometric random walksselfsimilar motions
Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Geostatistics (86A32) White noise theory (60H40)
Cites Work
- The Pricing of Options and Corporate Liabilities
- Fractional motions
- Statistical theory of open systems. Vol. 1. A unified approach to kinetic description of processes in active systems. Transl. from the manuscript by A. Dobroslavsky
- Self-organized criticality
- On a class of self-similar processes
- Infinite variance self-similar processes subordinate to a poisson measure
- On 1/ f noise and other distributions with long tails
- GENERATING NONTRIVIAL LONG-RANGE CORRELATIONS AND 1/f SPECTRA BY REPLICATION AND MUTATION
- Statistical Mechanics of Assemblies of Coupled Oscillators
- Fractional Brownian Motions, Fractional Noises and Applications
- Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
- Fractal‐Based Point Processes
- Correlation theory of processes with random stationary 𝑛th increments
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Universal spectral densities: white and flicker noises