Published September 21, 2018 | Version v1
Journal article

Universal spectral densities: white and flicker noises

  • 1. Institut für Physik, Humboldt-Universität zu Berlin, Newtonstr. 15, D-12489 Berlin (Germany)

Description

In this paper we introduce and analyze a model of a random collection of random oscillators. The model has a random number of oscillators, the oscillators have random amplitudes and random frequencies, and the model's output is the aggregate of its oscillators' outputs. Also, the model has two time scales: a 'human' time scale, over which the spectral density of the model's output is measured; and a 'cosmic' or a 'geological' time scale, over which the model's random parameters slowly evolve. Analyzing the model we establish that, with respect to the evolution of the oscillators' frequencies: (i) general random-walk dynamics universally yield white noise, i.e. flat spectral densities; (ii) general geometric random-walk dynamics universally yield 1/f noise, i.e. harmonic spectral densities; and (iii) general Gaussian geometric random-walk dynamics universally yield white noise and flicker noise, i.e. inverse power-law spectral densities. (paper)

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8121/aad372

Additional details

Identifiers

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
51
Journal Issue
38
Journal Page Range
[16 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
52023055
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
HARMONICS; OSCILLATORS; RANDOMNESS; SPECTRAL DENSITY
Descriptors DEC
ELECTRONIC EQUIPMENT; EQUIPMENT; FUNCTIONS; OSCILLATIONS; SPECTRAL FUNCTIONS