Frequency–frequency correlations of single-trajectory spectral densities of Gaussian processes
نویسندگان
چکیده
Abstract We investigate the stochastic behavior of single-trajectory spectral density S ( ? , T stretchy="false">) several Gaussian processes, i.e., Brownian motion, Ornstein–Uhlenbeck process, gyrator model and fractional as a function frequency ? observation time $\mathcal{T}$?> . evaluate in particular variance frequency–frequency correlation for different values show that these properties exhibit behaviors physical cases can therefore be used sensitive probe discriminating between kinds random motion. These results may prove quite useful analysis experimental numerical data.
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ژورنال
عنوان ژورنال: New Journal of Physics
سال: 2022
ISSN: ['1367-2630']
DOI: https://doi.org/10.1088/1367-2630/ac8f65