Single-trajectory spectral analysis of scaled Brownian motion
A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, $T\to \infty $ . In many experimental...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2019-01-01
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| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/ab2f52 |