Article ID Journal Published Year Pages File Type
975872 Physica A: Statistical Mechanics and its Applications 2006 5 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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