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Phys. Rev. E 72, 011106 (2005) [7 pages]

Exactly solvable model of continuous stationary 1∕f noise

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James P. Gleeson*
Applied Mathematics, University College Cork, Cork, Ireland

Received 16 December 2004; published 18 July 2005

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.

© 2005 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevE.72.011106
DOI:
10.1103/PhysRevE.72.011106
PACS:
05.40.−a, 02.50.−r

*Email address: j.gleeson@ucc.ie