Nonlinear stochastic differential equations and 1/f noise
Nonlinear stochastic differential equations and 1/f noise
Nonlinear stochastic differential equations and 1/f noise
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Point processes<br />
Example: equation<br />
dx = σ 2 x 4 dt + σx 5/2 dW<br />
leads to<br />
τ k+1 = τ k + σε k<br />
We obtained a simple r<strong>and</strong>om walk of inter-event time<br />
One of possible origins of 1/f <strong>noise</strong><br />
Brownian motion in time axis leads to 1/f <strong>noise</strong><br />
Julius Ruseckas (Lithuania) <strong>Nonlinear</strong> <strong>stochastic</strong> <strong>differential</strong> <strong>equations</strong> August 28, 2012 25 / 32