Frequency–frequency correlations of single-trajectory spectral densities of Gaussian processes
We investigate the stochastic behavior of the single-trajectory spectral density $S(\omega ,\mathcal{T})$ of several Gaussian stochastic processes, i.e., Brownian motion, the Ornstein–Uhlenbeck process, the Brownian gyrator model and fractional Brownian motion, as a function of the frequency ω and t...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2022-01-01
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| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/ac8f65 |