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Re: Power law process
From: |
Rod Price |
Subject: |
Re: Power law process |
Date: |
Thu, 12 Nov 1998 11:07:52 -0700 |
I tried to respond to this earlier, but my laptop (I was traveling)
wouldn't send outgoing email.
Try looking at a book called "Signal Processing with Fractals:
A Wavelet-Based Approach," by Gregory Wornell (Prentice-
Hall 1996). The book is about 1/f processes, which are signals
with power-law statistics. You seem to be looking for a single
random variable with power-law statistics, but you might be
able to shoe-horn the approach advocated in this book into
your application.
The process works by first generating a set of wavelet coefficients
randomly. The variance of the random wavelet coefficients
changes with the wavelet scale in a manner related to the power
law you are looking for. Doing the inverse wavelet transform
generates the signal.
If you have a canned wavelet transform around somewhere, this
is really very easy.
-Rod Price
TRW Denver
Sven N. Thommesen wrote:
> At 04:14 PM 11/7/1998 -0500, you wrote:
> >Hi Sven-
> >I haven't seen any such algorithms myself; there might be one in one of
> >these books:
>
> <snip>
>
> >If all else fails, you can just implement Per Bak's sandpile simulation
> >and use the distribution generated by that. :)
> >-Ted
>
> Thanks, Ted,
> I was looking for an easy answer; looks like I'll need to go pound sand ;-)
>
> -Sven
>
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with "help" in the body of the message.