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Long and short-term correlation properties of computer-generated fractional Gaussian noise

โœ Scribed by George J.M Aitken


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
234 KB
Volume
333
Category
Article
ISSN
0378-4371

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We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and discussed.