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Extremal Properties of an Intermittent Poisson Process Generating 1/f Noise

机译:产生 1/f 噪声的间歇泊松过程的极值性质

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摘要

It is well-known that the total power of a signal exhibiting a pure 1/f shape is divergent. This phenomenon is also called the infrared catastrophe. Mandelbrot claims that the infrared catastrophe can be overcome by stochastic processes which alternate between active and quiescent states. We investigate an intermittent Poisson process (IPP) which belongs to the family of stochastic processes suggested by Mandelbrot. During the intermission delta (quiescent period) the signal is zero. The active period is divided into random intervals of mean length tau(0) consisting of a fluctuating number of events; this is giving rise to so-called clusters. The advantage of our treatment is that the spectral features of the IPP can be derived analytically. Our considerations are focused on the case that intermission is only a small disturbance of the Poisson process, i.e., to the case that delta <= tau(0). This makes it difficult or even impossible to discriminate a spike train of such an IPP from that of a Poisson process. We investigate the conditions under which a 1/f spectrum can be observed. It is shown that 1/f noise generated by the IPP is accompanied with extreme variance. In agreement with the considerations of Mandelbrot, the IPP avoids the infrared catastrophe. Spectral analysis of the simulated IPP confirms our theoretical results. The IPP is a model for an almost random walk generating both white and 1/f noise and can be applied for an interpretation of 1/f noise in metallic resistors.
机译:众所周知,呈现纯 1/f 形状的信号的总功率是发散的。这种现象也称为红外灾难。曼德布洛特声称,红外灾难可以通过在活跃和静止状态之间交替的随机过程来克服。我们研究了间歇泊松过程(IPP),它属于Mandelbrot提出的随机过程家族。在中场休息 delta(静止期)期间,信号为零。活动期被划分为平均长度为 tau(0) 的随机区间,由波动的事件数组成;这就产生了所谓的集群。我们处理的优点是可以通过分析得出 IPP 的光谱特征。我们的考虑集中在中场休息只是泊松过程的一个小扰动的情况下,即 delta <= tau(0) 的情况。这使得很难甚至不可能将这种 IPP 的尖峰序列与泊松过程的尖峰序列区分开来。我们研究了可以观察到 1/f 光谱的条件。结果表明,IPP产生的1/f噪声伴随着极端的方差。与曼德布罗特的考虑一致,IPP避免了红外灾难。模拟IPP的光谱分析验证了我们的理论结果。IPP 是一种几乎随机游走的模型,可同时产生白噪声和 1/f 噪声,可用于解释金属电阻器中的 1/f 噪声。

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