paper

1/f noise from the nonlinear transformations of the variables

arXiv:1512.04298 · doi:10.1142/S0217984915502231

Abstract

The origin of the low-frequency noise with power spectrum (also known as fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling noise have been proposed and analyzed. Here we use the self-similarity properties of this model with respect to the nonlinear transformations of the variable of these equations and show that noise of the observable may yield from the power-law transformations of well-known standard processes, like the Brownian motion, Bessel and similar stochastic processes. Analytical and numerical investigations of such techniques for modeling processes with fluctuations is presented.

5 pages, 11 figures

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