A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of random process, and a short block of computer code is given to implement the construction of the random process. The relationship between the second order properties of the random processes and the parameters of the construction is developed and demonstrated. The paper ends with a demonstration of the connection between the frequency of the random process sign changes and the power law exponent.
翻译:本文提出了一种具有负幂律谱密度的离散有限长度随机过程的统计模型。在对术语进行定义后,描述了谱密度趋势。给出了一种随机过程的算法构造方法,并附有一小段计算机代码用于实现该随机过程的构造。本文推导并展示了随机过程的二阶特性与该构造参数之间的关系。最后,文章论证了随机过程符号变化频率与幂律指数之间的关联。