It is learned from Sect. 2.5.3 that the fractional Gaussian noiseFractional Gaussian noise (fGn) with Hurst index \({\mathcal{H}}\) in range of \(({1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-0pt} 2},\;1)\) is a color noise with certain correlation functionCorrelation function and power spectral densityPower spectral density (PSD) function.

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Stochastic Averaging Methods of Quasi-Hamiltonian Systems Excited by Fractional Gaussian Noises

  • Wei-Qiu Zhu,
  • Mao-Lin Deng,
  • Guo-Qiang Cai

摘要

It is learned from Sect. 2.5.3 that the fractional Gaussian noiseFractional Gaussian noise (fGn) with Hurst index \({\mathcal{H}}\) in range of \(({1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-0pt} 2},\;1)\) is a color noise with certain correlation functionCorrelation function and power spectral densityPower spectral density (PSD) function.