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Zbl 0983.60041
Van Vliet, Carolyne M.
Random walk and $1/f$ noise. (English)
[J] Physica A 303, No.3-4, 421-426 (2002). ISSN 0378-4371

Summary: Older and recent papers have claimed that a $1/f$ spectrum can be associated with a sum of pulses arising from a one-dimensional diffusion process. This claim is fallacious since diffusion refers to a collective stochastic process, being the sum of random flights, which constitute the ``elementary events''.

MSC 2000:: *60G50 Sums of independent random variables

Keywords: one-dimensional diffusion process; collective stochastic process; random flight sum

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Zentralblatt MATH Berlin [Germany]