On generating power law noise.
John Timmer, M. Koenig · 1995
. Based on the theory of spectral estimation we propose a new algorithm that is capable to produce the whole variety of possible non deterministic linear time series which exhibit a (1=f) fi spectrum. The key point of the new algorithm is to randomize both the phase and the amplitude of the Fourier transform of the data according to its stochastic nature. One possible application is the simulation of AGN lightcurves as well to analyze measured data as to test proposed models. Key words: X-rays: galaxies -- methods: statistical 1. Introduction A common phenomenon of Active Galactic Nuclei, which presumably harbor supermassive black holes with masses of 10 6 -- 10 9 M fi (Rees 1984), is the strong variability that can be seen in the observed X-ray lightcurves. This variability is often described as flickering or 1=f fluctuation (Lawrence et al. 1987). The 1=f term describes the distribution of power as a function of frequency in the power spectrum (power density function). A whi...