Noise spectrum analysis of a Markov process vs random walk computer solutions simulating 1/f noise spectra

Abstract

Analytical solution is effected for the noise‐power spectrum of a Markoffian random walk, which generalizes some computer models that have been claimed to give 1/f noise spectra (as observed in semiconductors and nerves). The analysis demonstrates the erroneous basis of those claims and illustrates the care needed in computer simulation to avoid such error.