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