2005/09/24 by B. Kaulakys, Bronislovas Kaulakys, Julius Ruseckas +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #Nonlinear Dynamics and Pattern Formation #Theoretical and Computational Physics #cond-mat.stat-mech #math-ph #math.MP #math.PR #nlin.AO
paper · pdf · doi:10.1016/j.physa.2006.01.017
6 pages, 6 figures, presented at the 3rd NEXT-SigmaPhi International Conference (13-18 August 2005, Kolymbari CRETE)
arxiv created 2005/09/24 · openalex publication_date 2006/02/01 · arxiv updated 2009/12/01 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
Starting from the developed generalized point process model of 1/f noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/fβ noise and 1/xλ distribution density of the signal intensity with different values of β and λ. The processes with 1/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.