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Fractional noise |
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| Authors: | Walter Wyss |
| Affiliation: | (1) Department of Physis, University of Colorado, 80309 Boulder, Colorado |
| Abstract: | Fractional noiseN (t),t  0, is a stochastic process for every   , and is defined as the fractional derivative or fractional integral of white noise. For = 1 we recover Brownian motion and for = 1/2 we findf–1-noise. For 1/2  1, a superposition of fractional noise is related to the fractional diffusion equation. |
| Keywords: | stochastic process fractional calculus one-sided process generalized stochastic process non-Gaussian processes f– 1-noise |
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