TY - JOUR
T1 - Wiener-Khinchin Theorem for Nonstationary Scale-Invariant Processes
AU - Dechant, Andreas
AU - Lutz, Eric
N1 - Publisher Copyright:
© 2015 American Physical Society. © 2015 American Physical Society.
PY - 2015/8/18
Y1 - 2015/8/18
N2 - We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging processes with asymptotically scale-invariant correlation functions. As an application, we analyze the power spectrum of three paradigmatic models of anomalous diffusion: scaled Brownian motion, fractional Brownian motion, and diffusion in a logarithmic potential. We moreover elucidate how the nonstationarity of generic subdiffusive processes is related to the infrared catastrophe of 1/f noise.
AB - We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging processes with asymptotically scale-invariant correlation functions. As an application, we analyze the power spectrum of three paradigmatic models of anomalous diffusion: scaled Brownian motion, fractional Brownian motion, and diffusion in a logarithmic potential. We moreover elucidate how the nonstationarity of generic subdiffusive processes is related to the infrared catastrophe of 1/f noise.
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U2 - 10.1103/PhysRevLett.115.080603
DO - 10.1103/PhysRevLett.115.080603
M3 - Article
AN - SCOPUS:84940707091
SN - 0031-9007
VL - 115
JO - Physical Review Letters
JF - Physical Review Letters
IS - 8
M1 - 080603
ER -