Power Spectrum of Generalized Fractional Gaussian Noise
Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper giv...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Advances in Mathematical Physics |
| Online Access: | http://dx.doi.org/10.1155/2013/315979 |
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| _version_ | 1849308433291935744 |
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| author | Ming Li |
| author_facet | Ming Li |
| author_sort | Ming Li |
| collection | DOAJ |
| description | Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper gives the power spectrum density function (PSD) of GfGn. |
| format | Article |
| id | doaj-art-0aee29cc73ba4bdab8aa3a7d0dcf038b |
| institution | Kabale University |
| issn | 1687-9120 1687-9139 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Advances in Mathematical Physics |
| spelling | doaj-art-0aee29cc73ba4bdab8aa3a7d0dcf038b2025-08-20T03:54:28ZengWileyAdvances in Mathematical Physics1687-91201687-91392013-01-01201310.1155/2013/315979315979Power Spectrum of Generalized Fractional Gaussian NoiseMing Li0School of Information Science & Technology, East China Normal University, No. 500 Dong-Chuan Road, Shanghai 200241, ChinaRecently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper gives the power spectrum density function (PSD) of GfGn.http://dx.doi.org/10.1155/2013/315979 |
| spellingShingle | Ming Li Power Spectrum of Generalized Fractional Gaussian Noise Advances in Mathematical Physics |
| title | Power Spectrum of Generalized Fractional Gaussian Noise |
| title_full | Power Spectrum of Generalized Fractional Gaussian Noise |
| title_fullStr | Power Spectrum of Generalized Fractional Gaussian Noise |
| title_full_unstemmed | Power Spectrum of Generalized Fractional Gaussian Noise |
| title_short | Power Spectrum of Generalized Fractional Gaussian Noise |
| title_sort | power spectrum of generalized fractional gaussian noise |
| url | http://dx.doi.org/10.1155/2013/315979 |
| work_keys_str_mv | AT mingli powerspectrumofgeneralizedfractionalgaussiannoise |