• DocumentCode
    630170
  • 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
  • fYear
    2013
  • fDate
    24-28 June 2013
  • Firstpage
    1
  • Lastpage
    4
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Noise and Fluctuations (ICNF), 2013 22nd International Conference on
  • Conference_Location
    Montpellier
  • Print_ISBN
    978-1-4799-0668-0
  • Type

    conf

  • DOI
    10.1109/ICNF.2013.6578907
  • Filename
    6578907