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Advances in Mathematical Physics
Volume 2013 (2013), Article ID 315979, 3 pages
http://dx.doi.org/10.1155/2013/315979
Research Article

Power Spectrum of Generalized Fractional Gaussian Noise

School of Information Science & Technology, East China Normal University, No. 500 Dong-Chuan Road, Shanghai 200241, China

Received 29 August 2013; Accepted 10 September 2013

Academic Editor: Wen-Sheng Chen

Copyright © 2013 Ming Li. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper gives the power spectrum density function (PSD) of GfGn.