Share Email Print

Proceedings Paper

Statistics of level crossing intervals: discretized version and comparison with experimental studies
Author(s): Nobuko Fuchikami; Shunya Ishioka
Format Member Price Non-Member Price
PDF $14.40 $18.00
cover GOOD NEWS! Your organization subscribes to the SPIE Digital Library. You may be able to download this paper for free. Check Access

Paper Abstract

Previously we derived the probability density function (PDF) of the zero-crossing interval for 1/fα noise and found that the PDF, L(t) obeys the power law of the form 1/tc whose exponent c relates to the exponent α of the power spectrum density as c = 3-α when 0 < α < 1 and c = (5 - α)/2 when 1< α < 2. (Proc. SPIE Vol. 5471, p. 29, 2004). This analytical result agreed with numerical experiments by Mingesz et al. (Proc. SPIE Vol. 5110, p.312, 2003) for 0.7 less than or equivalent to α < 2, but not for 0 < α less than or equivalent to 0.7; the experimental PDF deviates from the power law in the latter range. We present here a discretized version of the previous theory by noting that the experimental time interval takes discrete numbers. The present result agrees well with the experiment for the whole range of α and explains the deviation from the power law of PDF in the range of small α.

Paper Details

Date Published: 15 June 2007
PDF: 12 pages
Proc. SPIE 6601, Noise and Stochastics in Complex Systems and Finance, 660112 (15 June 2007); doi: 10.1117/12.724586
Show Author Affiliations
Nobuko Fuchikami, Tokyo Metropolitan Univ. (Japan)
Shunya Ishioka, Kanagawa Univ. at Hiratsuka (Japan)

Published in SPIE Proceedings Vol. 6601:
Noise and Stochastics in Complex Systems and Finance
János Kertész; Stefan Bornholdt; Rosario N. Mantegna, Editor(s)

© SPIE. Terms of Use
Back to Top