Title :
1/f Noise and q-Gaussian distribution from nonlinear stochastic differential equations
Author :
Ruseckas, Julius ; Kaulakys, Bronislovas
Author_Institution :
Inst. of Theor. Phys. & Astron., Vilnius Univ., Vilnius, Lithuania
Abstract :
Nonextensive statistical mechanics represents a consistent theoretical framework for investigation of complex systems. We propose the nonlinear stochastic differenctial equations yielding q-Gaussian distribution of signal intensity, featured in the nonextensive statistical mechanics. In addition, the proposed equations generate signals with 1/f behavior of the power spectral density. The joint reproduction of the distributions of the nonextensive statistical mechanics and 1/f noise extends the understanding of complex systems.
Keywords :
1/f noise; Gaussian distribution; nonlinear differential equations; signal processing; statistical mechanics; 1/f noise; complex systems; nonextensive statistical mechanics; nonlinear stochastic differential equations; power spectral density; q-Gaussian distribution; signal intensity; Correlation; Equations; Mathematical model; Noise; Probability density function; Steady-state; Stochastic processes;
Conference_Titel :
Noise and Fluctuations (ICNF), 2013 22nd International Conference on
Conference_Location :
Montpellier
Print_ISBN :
978-1-4799-0668-0
DOI :
10.1109/ICNF.2013.6578907
