Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations

TL;DR

This paper introduces a stochastic differential equation model that produces non-Gaussian, monofractal signals exhibiting 1/f^b noise, capturing complex real-world fluctuation behaviors.

Contribution

It presents a novel stochastic differential equation framework for modeling non-Gaussian 1/f noise with monofractal properties.

Findings

Generates signals with non-Gaussian power-law distributions

Produces 1/f^b noise with specified spectral properties

Captures non-Gaussian, monofractal fluctuations

Abstract

We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian power-law distributions and 1/f^b noise.