Statistically instable processes: connection with flicker, nonequilibrium, fractal and colored noise

Authors

DOI:

https://doi.org/10.3103/S0735272712030016

Keywords:

flicker noise, nonequilibrium noise, statistically instable process, fractal process, theory of hyper-random phenomena

Abstract

Analytical expressions that link statistical instability parameters with process’s spectrum are obtained. It is shown that statistical stability is determined solely by the character of spectral power density dependence on frequency. It is revealed that statistically stable noises are those with rising intensity when frequency is increased, white noise, and equilibrium flicker noise described by the dependence 1/f β where the spectrum shape parameter is 0 < β < 1 as well as fractal Gaussian noise. Statistically instable noises are nonequilibrium flicker noises with spectral power density 1/f β when β >= 1. It is determined that not only random nonstationary and deterministic processes are statistically instable as it was considered earlier, but stationary processes as well.

Author Biography

I. I. Gorban, Institute of Mathematical Machines and Systems Problems of NAS of Ukraine

Горбань Игорь Ильич Gorban I.I.

References

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Published

2012-03-03

Issue

Section

Research Articles