Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1994 · 53 citations · 25 references
Natural SciencesPhysicsInformation TheoryProbability TheoryStochastic ProcessesNoiseStatistical Mechanics1/F NoiseEquilibriumIntrinsic Random FunctionsNoise Spectral AnalysisRandom NoiseTemporal Power SpectrumTemporal SignalTemporal Signal Analysis
We consider the evolution of a temporal signal X(t) that is an intrinsic random field of order zero. In the sense of a certain measurement-estimation experiment, the state of disorder of X(t) should increase toward an equilibrium state. The disorder of X(t) is measured by its ``physical information'' scrI, and the equilibrium state is determined by the condition that scrI be an extremum. The equilibrium state is shown to have a power spectrum S(\ensuremath{\omega}) of the form ${\mathrm{\ensuremath{\omega}}}^{\mathrm{\ensuremath{-}}\mathrm{\ensuremath{\alpha}}}$,1\ensuremath{\le}\ensuremath{\alpha}\ensuremath{\le}2, that of 1/f noise.
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Probability, Random Variables, and Stochastic Processes
Irwin Miller, Anthanasios Papoulis · Technometrics · 1966 · 6.5K citations
Engineering, Mathematics, Physics +14
The intrinsic random functions and their applications
G. Matheron · Advances in Applied Probability · 1973 · 1.4K citations · Full text
Marvin Stuart Keshner · Proceedings of the IEEE · 1982 · 755 citations
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Denis Bresson, Benoît B. Mandelbrot · Leonardo · 1979 · 668 citations