Fractional noiseNλ(t),t ≥ 0, is a stochastic process for every λ ∈ ℝ, and is defined as the fractional derivative or fractional integral of white noise. For λ = 1 we recover Brownian motion and for λ = 1/2 we findf −1-noise. For 1/2 ≤ λ ≤ 1, a superposition of fractional noise is related to the fractional diffusion equation.
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Wyss, W. Fractional noise. Found Phys Lett 4, 235–246 (1991). https://doi.org/10.1007/BF00665755
- stochastic process
- fractional calculus
- one-sided process
- generalized stochastic process
- non-Gaussian processes
- f −1-noise