New version of PLNoise: a package for exact numerical simulation of power-law noises

Details New version of PLNoise: a package for exact numerical simulation of power-law noises New version of PLNoise: a package for exact numerical simulation of power-law noises

2006-12-12

arxiv.org/abs/physics/0612104v1

Physics

Computational Physics

3 figures, submitted to Computer Physics Communications

Scientific paper

10.1016/j.cpc.2006.04.003

In a recent paper I have introduced a package for the exact simulation of power-law noises and other colored noises (E. Milotti, Comput. Phys. Commun. {\bf 175} (2006) 212): in particular the algorithm generates $1/f^\alpha$ noises with $0 < \alpha \leq 2$. Here I extend the algorithm to generate $1/f^\alpha$ noises with $2 < \alpha \leq 4$ (black noises). The method is exact in the sense that it produces a sampled process with a theoretically guaranteed range-limited power-law spectrum for any arbitrary sequence of sampling intervals, i.e., the sampling times may be unevenly spaced.

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