Power law fluctuation generator based on analog electrical circuit

Abstract

We constructed an analog circuit generating fluctuations of which a probability density function has power law tails. In the circuit fluctuations with an arbitrary exponent of the power law can be obtained by tuning the resistance. A theory of a differential equation with both multiplicative and additive noises which describes the circuit is introduced. The circuit is composed of a noise generator, an analog multiplier and an integral circuit. Sequential outputs of the circuit are observed and their probability density function and autocorrelation coefficients are shown. It is found that correlation time of the autocorrelation coefficient is dependent on the power law exponent.