Exactly solvable model of continuous stationary 1/f noise.
An exactly solvable model generating a continuous random process with a 1/f power spectrum is presented. Examples of such processes include the angular (phase) speed of trajectories near stable equilibrium points in two-dimensional dynamical systems perturbed by colored Gaussian noise. An exact formula giving the correlation function of the 1/f noise in terms of the correlation of the perturbing colored noises is derived, and used to show that the 1/f spectrum is found in a wide variety of cases. The 1/f noise is non-Gaussian, as demonstrated by calculating its one-time probability distribution function. Numerical simulations confirm and extend the theoretical results.
Gleeson
James P
JP
Applied Mathematics, University College Cork, Ireland. j.gleeson@ucc.ie