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- 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. Typeset using REVT E X 1 1. Introduction The puzzle of the origin and omnipresence of 1/f noise – also known… (More)

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)

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, 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)

- B Kaulakys, F Ivanauskas, T Meškauskas
- 2008

An analysis of transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces is presented. The synchronization phenomenon is investigated in the ensemble of particles moving with friction in the time-dependent potential and driven by the identical noise. The threshold values of the parameters… (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)

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)

- 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 stochas-tic differential equation provides the universal description of the trading activities with the same… (More)

Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of interevent time to reproduce a variety of self-affine time series exhibiting power spectral density S(f) scaling as a power of… (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)