#### Filter Results:

- Full text PDF available (30)

#### Publication Year

1995

2013

- This year (0)
- Last 5 years (1)
- Last 10 years (7)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- B Kaulakys, V Gontis, M Alaburda
- Physical review. E, Statistical, nonlinear, and…
- 2005

We present a simple point process model of 1/f(beta) noise, covering different values of the exponent beta . The signal of the model consists of pulses or events. The interpulse, interevent, interarrival, recurrence, or waiting times of the signal are described by the general Langevin equation with the multiplicative noise and stochastically diffuse in some… (More)

- J Ruseckas, B Kaulakys
- Physical review. E, Statistical, nonlinear, and…
- 2010

Probability distributions that emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this article we unite modeling of such distributions with the model of widespread 1/f noise. We propose a class of nonlinear stochastic differential equations giving both the q-exponential or q-Gaussian distributions… (More)

- B Kaulakys, J Ruseckas
- Physical review. E, Statistical, nonlinear, and…
- 2004

Starting from the simple point process model of 1/f noise, we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise, in any desirably wide range of frequency. A stochastic differential equation (the general Langevin equation with a multiplicative noise) that gives 1/f noise is derived. The solution of the equation exhibits… (More)

- B. Kaulakys
- 2000

The problem of the intrinsic origin of 1=f noise is considered. Currents and signals consisting of a sequence of pulses are analyzed. It is shown that the intrinsic origin of 1=f noise is a random walk of the average time between subsequent pulses of the pulse sequence, or the interevent time. This results in the long-memory process for the pulse occurrence… (More)

- Vygintas Gontis, Bronislovas Kaulakys
- ArXiv
- 2004

We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ∝ 1/f , scaled as power of frequency for various values of β between 0.5 and 2. Furthermore, we analyze the relation between the power-law autocorrelations and the origin of the power-law… (More)

- B Kaulakys
- 2008

An analytically solvable model is proposed exhibiting 1/f spectrum in any desirably wide range of frequency (but excluding the point f = 0). The model consists of pulses whose recurrence times obey an autoregressive process with very small damping. PACS: 05.40.+j, 02.50.-r, 72.70.+m

- B Kaulakys, T Meškauskas
- 2000

Simple analytically solvable models are proposed exhibiting 1/f spectrum in wide range of frequency. The signals of the models consist of pulses (point process) which interevent times fluctuate about some average value, obeying an autoregressive process with very small damping. The power spectrum of the process can be expressed by the Hooge formula. The… (More)

- V Gontis, B Kaulakys
- 2006

Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the same long range memory properties. Here we present a stochastic differential equation as a dynamical model of the… (More)

- B Kaulakys
- 1996

A consistent analytical approach for calculation of the quasiclassical radial dipole matrix elements in the momentum and coordinate representations is presented. Very simple but relatively precise expressions for the matrix elements are derived in both representations. All analytical expressions contain only one special function – the Anger function and its… (More)

- V Gontis, B Kaulakys, J Ruseckas
- 2008

We propose the point process model as the Poissonian-like stochastic sequence with slowly diffusing mean rate and adjust the parameters of the model to the empirical data of trading activity for 26 stocks traded on NYSE. The proposed scaled stochastic differential equation provides the universal description of the trading activities with the same parameters… (More)