Re: algorithm to generate 1/f noise

• To: mathgroup at smc.vnet.net
• Subject: [mg22125] Re: algorithm to generate 1/f noise
• From: "Robert Nowak" <robert.nowak at ims.co.at>
• Date: Wed, 16 Feb 2000 02:34:41 -0500 (EST)
• Organization: telecom.at (Vienna, Austria)
• References: <8889s2\$c5o@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

```to get random numbers for an arbitrary distribution you need to integrate
the function and then invert it. you then feed the inverted function with
Random numbers from an uniform distribution.
lucky as you are this is posible for 1/f.
example below shows you how to get 10 random numbers in the ranege E^-2 ..
E^2 approx. 0.14 .. 7.39

In[4]:=
Integrate[1/x, x]

Out[4]=
Log[x]

In[5]:=
Solve[Log[x] == y, x]

Out[5]=
{{x -> E^y}}

In[87]:=
Table[E^Random[Real,
{-2, 2}], {10}]

Out[87]=
{2.0231701985372967,
4.000360390833265,
5.353466243266772,
0.3591647410698368,
0.34735020117034554,
0.694401989476406,
0.16407491207890915,
0.3531609214240511,
0.2956655760200434,
6.01513275430942}

regards robert

--
---
Robert Nowak (robert.nowak at ims.co.at)
Ionen Mikrofabrikations Systeme GmbH
A-1020 Wien, Schreygasse 3, Austria
Phone: (+43 1)2144894-32, Fax: (+43 1)2144894-99

David E. Burmaster <deb at alceon.com> wrote in message
news:8889s2\$c5o at smc.vnet.net...
> Hi
>
> Can anyone point me towards a good algorithm or package to generate 1/f
> noise in a time series using Mathematica??
>
> Pointers to books and articles (using Mathematica) also appreciated!
>
> many thanks, and
> best wishes
> Dave
>
>
>
> ++++++++++++++++++++++++++++++
> David E. Burmaster, Ph.D.
> Alceon Corporation
> POBox 382669
> Harvard Square Station
> Cambridge, MA 02238-2669
>
> Voice 617-864-4300
> Fax 617-864-9954
>
> Web http://www.Alceon.com
> Email deb at Alceon.com
>
> +++++++++++++++++++++++++++++++
>
>
>

```

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