1/f Noise and the Infrared Catastrophe
Ferdinand Grueneis

TL;DR
This paper introduces an intermittent stochastic process that produces 1/f noise while avoiding the infrared catastrophe, challenging the common assumption that such noise necessarily involves this problem.
Contribution
The authors propose a novel intermittent stochastic process that generates 1/f noise without encountering the infrared catastrophe, offering a new perspective on noise modeling.
Findings
Successfully generates 1/f noise without infrared catastrophe
Provides a new model for stochastic processes with 1/f noise
Challenges previous assumptions about the infrared catastrophe
Abstract
It is generally assumed that stochastic processes exhibiting 1/f noise are affected with the so-called infrared catastrophe. We present an intermittent stochastic process generating 1/f noise which avoids this problem.
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Taxonomy
TopicsComplex Systems and Time Series Analysis · Statistical Mechanics and Entropy · Financial Risk and Volatility Modeling
