85 citations · 226 across the 11 of their papers we have counts for
6 papers · 1 filter
1/f noise from the nonlinear transformations of the variables
B. Kaulakys, M. Alaburda, J. Ruseckas
The origin of the low-frequency noise with power spectrum (also known as fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differ…
Interplay between positive feedbacks in the generalized CEV process
St. Reimann, V. Gontis, M. Alaburda
The dynamics of the {\em generalized} CEV process is due to an interplay of two feedback mechanisms: State-to-Drift and State-to-Diffusion,…
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics
B. Kaulakys, M. Alaburda, V. Gontis
We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modelin…
Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations
B. Kaulakys, M. Alaburda, J. Ruseckas
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The mo…
Multifractality of the multiplicative autoregressive point processes
B. Kaulakys, M. Alaburda, V. Gontis +1
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing…
Modelling of 1/f noise by sequences of stochastic pulses of different duration
J. Ruseckas, B. Kaulakys, M. Alaburda
We present and analyze the simple analytically solvable model of 1/f noise, which can be relevant for the understanding of the origin, main properties and parameter dependencies of…