Random walk and 1/f noise

Older and recent papers have claimed that a 1/f spectrum can be associated with a sum of pulses arising from a one-dimensional diffusion process. This claim is fallacious since diffusion refers to a collective stochastic process, being the sum of random flights, which constitute the “elementary events”.

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Year of publication:	2002
Authors:	Vliet, Carolyne M. Van
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 303.2002, 3, p. 421-426
Publisher:	Elsevier
Subject:	Random flights \| Diffusion \| 1/f noise

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011064537