Revisiting fractional Gaussian noise

DOI10.1016/j.physa.2018.09.008OpenAlexW2891549714WikidataQ117801563 ScholiaQ117801563MaRDI QIDQ2157935

Xi Xiao, Xichao Sun, Ming Li

Publication date: 22 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.09.008

zbMATH Keywords

fractional Gaussian noiseimpulse response functionfilters of fractional orderfrequency transfer function

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items

Fractal teletraffic delay bounds in computer networks, Exact solutions of fractional order oscillation equation with two fractional derivative terms, Mapping time series into signed networks via horizontal visibility graph

Cites Work

• Modeling autocorrelation functions of long-range dependent teletraffic series based on optimal approximation in Hilbert space -- a further study
• Large deviations for local time fractional Brownian motion and applications
• Fractal time series -- A tutorial review
• Geometric properties of fractional Brownian sheets
• A correlation-based computational model for synthesizing long-range dependent data.
• On the fractal distribution of primes and prime-indexed primes by the binary image analysis
• Alternating coordinate-momentum representation for quantum states based on bopp operators for modelling long-distance coherence aspects
• Moderate deviations for stochastic fractional heat equation driven by fractional noise
• Ornstein-Uhlenbeck process with fluctuating damping
• Power-law correlations, related models for long-range dependence and their simulation
• Generation of teletraffic of generalized Cauchy type
• Signal detection in fractional Gaussian noise
• α-time fractional Brownian motion: PDE connections and local times
• Fractional Brownian Motions, Fractional Noises and Applications
• Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates
• Unnamed Item
• Unnamed Item
• Unnamed Item