1/fnoise from point process and time-subordinated Langevin equations

DOI10.1088/1742-5468/2016/05/054022zbMath1456.82788arXiv1512.03910OpenAlexW3103777862MaRDI QIDQ3302687

Rytis Kazakevičius, Bronislovas Kaulakys, Julius Ruseckas

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.03910

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (3)

Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes ⋮ Noisy voter model for the anomalous diffusion of parliamentary presence ⋮ Introduction: Unsolved Problems on Noise

Cites Work

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• Anomalous diffusion in nonhomogeneous media: power spectral density of signals generated by time-subordinated nonlinear Langevin equations
• On \(1/f\) noise
• Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
• Price fluctuations, market activity and trading volume
• Fractal‐Based Point Processes
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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