کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
975872 933059 2006 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Nonlinear stochastic models of 1/f1/f noise and power-law distributions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Nonlinear stochastic models of 1/f1/f noise and power-law distributions
چکیده انگلیسی

Starting from the developed generalized point process model of 1/f1/f noise [B. Kaulakys et al., Phys. Rev. E 71 (2005) 051105] we derive the nonlinear stochastic differential equations for the signal exhibiting 1/fβ1/fβ noise and 1/xλ1/xλ distribution density of the signal intensity with different values of ββ and λλ. The processes with 1/fβ1/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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 365, Issue 1, 1 June 2006, Pages 217–221
نویسندگان
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