Scale Invariance - Scale Invariance in Stochastic Processes

Scale Invariance in Stochastic Processes

If is the average, expected power at frequency, then noise scales as

with for white noise, for pink noise, and for Brownian noise (and more generally, Brownian motion).

More precisely, scaling in stochastic systems concerns itself with the likelihood of choosing a particular configuration out of the set of all possible random configurations. This likelihood is given by the probability distribution. Examples of scale-invariant distributions are the Pareto distribution and the Zipfian distribution.

Read more about this topic:  Scale Invariance

Famous quotes containing the words scale and/or processes:

    The Humanity of men and women is inversely proportional to their Numbers. A Crowd is no more human than an Avalanche or a Whirlwind. A rabble of men and women stands lower in the scale of moral and intellectual being than a herd of Swine or of Jackals.
    Aldous Huxley (1894–1963)

    The higher processes are all processes of simplification. The novelist must learn to write, and then he must unlearn it; just as the modern painter learns to draw, and then learns when utterly to disregard his accomplishment, when to subordinate it to a higher and truer effect.
    Willa Cather (1873–1947)