scholarly journals On1/fNoise

2012 ◽  
Vol 2012 ◽  
pp. 1-23 ◽  
Author(s):  
Ming Li ◽  
Wei Zhao

Due to the fact that1/fnoise gains the increasing interests in the field of biomedical signal processing and living systems, we present this introductive survey that may suffice to exhibit the elementary and the particularities of1/fnoise in comparison with conventional random functions. Three theorems are given for highlighting the particularities of1/fnoise. The first says that a random function with long-range dependence (LRD) is a1/fnoise. The secondindicates that a heavy-tailed random function is in the class of1/fnoise. The third provides a type of stochastic differential equations that produce1/fnoise.

2021 ◽  
Vol 58 (3) ◽  
pp. 569-593
Author(s):  
Rafal Kulik ◽  
Evgeny Spodarev

AbstractWe introduce a definition of long range dependence of random processes and fields on an (unbounded) index space $T\subseteq \mathbb{R}^d$ in terms of integrability of the covariance of indicators that a random function exceeds any given level. This definition is specifically designed to cover the case of random functions with infinite variance. We show the value of this new definition and its connection to limit theorems via some examples including subordinated Gaussian as well as random volatility fields and time series.


2013 ◽  
Vol 2013 ◽  
pp. 1-2 ◽  
Author(s):  
Carlo Cattani ◽  
Radu Badea ◽  
Sheng-Yong Chen ◽  
Maria Crisan

2012 ◽  
Vol 2012 ◽  
pp. 1-2 ◽  
Author(s):  
Carlo Cattani ◽  
Radu Badea ◽  
Shengyong Chen ◽  
Maria Crisan

2011 ◽  
Vol 6 (3) ◽  
pp. 217-218
Author(s):  
Constantinos S. Pattichis ◽  
Panagiotis D. Bamidis ◽  
Christodoulos Christodoulou ◽  
Efthyvoulos Kyriakou ◽  
Georgios D. Mitsis ◽  
...  

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