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1/f Noise as Superposition of Random Walks Through Discrete Sets

机译:1 / f噪声作为离散遍历离散集的叠加

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1/f noise is shown to be generated by systems with random transitions between discrete states with distributed transit probabilities. A hidden discrete key process is driving the observable process which appears to be continuous. The key process is a non-homogeneous Poisson process. The observable process consists of sums of random increments generated by the key process in all time intervals considered. Provided, the key process is characterized by a linearly increasing intensity function and causes random increments which are independent and identically distributed, the observed process shows the typical 1/f fluctuation. The intensity function of the key process increases linearly if the distribution of transit probabilities approaches zero in a way that its reciprocals (return periods to the individual transits) are (at least in the upper tail) exponentially distributed. The paper concludes with the suggestion, that the crucial 'upper tail exponentiality' is a general asymptotic property.
机译:1 / f噪声显示为由具有离散分布概率的离散状态之间的随机过渡的系统生成。隐藏的离散键过程正在推动可观察的过程,该过程似乎是连续的。关键过程是非均匀的泊松过程。可观察的过程由关键过程在所考虑的所有时间间隔内生成的随机增量之和组成。假设,关键过程的特征在于强度函数线性增加,并导致独立且均匀分布的随机增量,观察到的过程显示出典型的1 / f波动。如果过境概率的分布接近零(以其倒数(各个过境的返回期)(至少在上尾部)呈指数分布),则关键过程的强度函数会线性增加。本文的结论是,关键的“上尾指数性”是一般渐近性质。

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