Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
975872 | Physica A: Statistical Mechanics and its Applications | 2006 | 5 Pages |
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
Authors
Bronislovas Kaulakys, Julius Ruseckas, Vygintas Gontis, Miglius Alaburda,