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$1/f$ noise from the sequence of nonoverlapping rectangular pulses

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  • Aleksejus Kononovicius
  • Bronislovas Kaulakys

Abstract

We analyze the power spectral density of a signal composed of nonoverlapping rectangular pulses. First, we derive a general formula for the power spectral density of a signal constructed from the sequence of nonoverlapping pulses. Then we perform a detailed analysis of the rectangular pulse case. We show that pure $1/f$ noise can be observed until extremely low frequencies when the characteristic pulse (or gap) duration is long in comparison to the characteristic gap (or pulse) duration, and gap (or pulse) durations are power-law distributed. The obtained results hold for the ergodic and weakly nonergodic processes.

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  • Aleksejus Kononovicius & Bronislovas Kaulakys, 2022. "$1/f$ noise from the sequence of nonoverlapping rectangular pulses," Papers 2210.11792, arXiv.org, revised Mar 2023.
    • Handle: RePEc:arx:papers:2210.11792
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    References listed on IDEAS

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    1. Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar & H. Eugene Stanley & Boris Podobnik, 2018. "Scaling properties of extreme price fluctuations in Bitcoin markets," Papers 1803.08405, arXiv.org.
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    8. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
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    1. Eliazar, Iddo, 2023. "Spectral design of anomalous diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).

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