ArTS Archivio della ricerca di Trieste
ArTS è il sistema di gestione integrata dei dati della ricerca adottato dall' Università degli Studi di Trieste
EnglishMany simulations of stochastic processes require colored noises: I describe here an exact numerical method to simulate power-law noises: the method can be extended to more general colored noises, and is exact for all time steps, even when they are unevenly spaced [as may often happen for astronomical data; see, e.g., N. R. Lomb Astrophys. Space Sci. 39 447 (1976)]. The algorithm has a well-behaved computational complexity, it produces a nearly perfect Gaussian noise, and its computational efficiency depends on the required degree of noise Gaussianity.
| Titolo: | Exact numerical simulation of power-law noises | |
| Autori: | ||
| Data di pubblicazione: | 2005 | |
| Rivista: | ||
| Abstract: | Many simulations of stochastic processes require colored noises: I describe here an exact numerical method to simulate power-law noises: the method can be extended to more general colored noises, and is exact for all time steps, even when they are unevenly spaced [as may often happen for astronomical data; see, e.g., N. R. Lomb Astrophys. Space Sci. 39 447 (1976)]. The algorithm has a well-behaved computational complexity, it produces a nearly perfect Gaussian noise, and its computational efficiency depends on the required degree of noise Gaussianity. | |
| Handle: | http://hdl.handle.net/11368/1696525 | |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.1103/PhysRevE.72.056701 | |
| URL: | http://pre.aps.org/abstract/PRE/v72/i5/e056701 | |
| Appare nelle tipologie: | 1.1 Articolo in Rivista |
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Utilizza questo identificativo per citare o creare un link a questo documento:
http://hdl.handle.net/11368/1696525
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.