Abstract
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.
| Original language | English |
|---|---|
| Article number | 011106 |
| Journal | Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics |
| Volume | 72 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Jul 2005 |
| Externally published | Yes |
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