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Generation of short and long range temporal correlated noises

Aldo H. Romero, Jose M. Sancho

cond-mat.stat-mecharXiv:cond-mat/9903267

Abstract

We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and discussed.

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