Noise-to-signal ratio of single-trajectory spectral densities in centered Gaussian processes

DOI10.1088/1751-8121/ac8cc0OpenAlexW4293248125MaRDI QIDQ5877061

Luca Peliti, Lamberto Rondoni, Alessio Squarcini, G. Oshanin, Enzo Marinari

Publication date: 3 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.12055

zbMATH Keywords

Gaussian stochastic processesnoise-to-signal ratiosingle-trajectory power spectral density

Mathematics Subject Classification ID

Gaussian processes (60G15) Classical equilibrium statistical mechanics (general) (82B05)

Cites Work

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• A series expansion of fractional Brownian motion

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