Point process model of 1/f noise vs a sum of Lorentzians -: art. no. 051105

被引:71
作者
Kaulakys, B [1 ]
Gontis, V [1 ]
Alaburda, M [1 ]
机构
[1] Vilnius Univ, Inst Theoret Phys & Astron, LT-01108 Vilnius, Lithuania
关键词
D O I
10.1103/PhysRevE.71.051105
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We present a simple point process model of 1/f(beta) noise, covering different values of the exponent beta. The signal of the model consists of pulses or events. The interpulse, interevent, interarrival, recurrence, or waiting times of the signal are described by the general Langevin equation with the multiplicative noise and stochastically diffuse in some interval resulting in a power-law distribution. Our model is free from the requirement of a wide distribution of relaxation times and from the power-law forms of the pulses. It contains only one relaxation rate and yields 1/f(beta) spectra in a wide range of frequencies. We obtain explicit expressions for the power spectra and present numerical illustrations of the model. Further we analyze the relation of the point process model of 1/f noise with the Bernamont-Surdin-McWhorter model, representing the signals as a sum of the uncorrelated components. We show that the point process model is complementary to the model based on the sum of signals with a wide-range distribution of the relaxation times. In contrast to the Gaussian distribution of the signal intensity of the sum of the uncorrelated components, the point process exhibits asymptotically a power-law distribution of the signal intensity. The developed multiplicative point process model of 1/f(beta) noise may be used for modeling and analysis of stochastic processes in different systems with the power-law distribution of the intensity of pulsing signals.
引用
收藏
页数:11
相关论文
共 127 条
[1]   Omori's law in the Internet traffic [J].
Abe, S ;
Suzuki, N .
EUROPHYSICS LETTERS, 2003, 61 (06) :852-855
[2]   The 1/f fluctuation of the flow of particles moving in a viscous fluid [J].
Agu, M ;
Akabane, H ;
Saito, T .
JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN, 2001, 70 (09) :2798-2799
[3]   STATISTICS OF ATOMIC FREQUENCY STANDARDS [J].
ALLAN, DW .
PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1966, 54 (02) :221-&
[4]   Emergence of complex dynamics in a simple model of signaling networks [J].
Amaral, LAN ;
Díaz-Guilera, A ;
Moreira, AA ;
Goldberger, AL ;
Lipsitz, LA .
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2004, 101 (44) :15551-15555
[5]   Power law temporal auto-correlations in day-long records of human physical activity and their alteration with disease [J].
Amaral, LAN ;
Soares, DJB ;
da Silva, LR ;
Lucena, LS ;
Saito, M ;
Kumano, H ;
Aoyagi, N ;
Yamamoto, Y .
EUROPHYSICS LETTERS, 2004, 66 (03) :448-454
[6]   Unified scaling law for earthquakes [J].
Bak, P ;
Christensen, K ;
Danon, L ;
Scanlon, T .
PHYSICAL REVIEW LETTERS, 2002, 88 (17) :4-178501
[7]  
Bernamont J., 1937, ANN PHYS-LEIPZIG, V7, P71, DOI DOI 10.1051/ANPHYS/193711070071
[8]   Counting statistics of f(-beta) fluctuations: A new method for analysis of earthquake data [J].
Bittner, HR ;
Tosi, P ;
Braun, C ;
Meesmann, M ;
Kniffki, KD .
GEOLOGISCHE RUNDSCHAU, 1996, 85 (01) :110-115
[9]   Universality of a dynamical percolative approach to 1/fγ noise [J].
Celasco, M ;
Eggenhöffner, R .
EUROPEAN PHYSICAL JOURNAL B, 2001, 23 (04) :415-419
[10]   Traffic flow and 1/f fluctuations [J].
Choi, MY ;
Lee, HY .
PHYSICAL REVIEW E, 1995, 52 (06) :5979-5984