Nonlinear stochastic differential equations and 1/f noise

Point processes
General case
τ k+1 = τ k + γτ 2µ−1
k
where µ = 5/2 − η, γ = σ 2 (1 − η + ν/2).
+ στ µ k ε k
Used for modeling of the internote interval sequences of the
musical rhythms
D. J. Levitin, P. Chordia, and V. Menon, Proc. Natl. Acad. Sci. U.S.A. 109, 3716 (2012).
Julius Ruseckas (Lithuania) Nonlinear stochastic differential equations August 28, 2012 26 / 32