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From: fowler@cs.hw.ac.uk (David W. Fowler)
Newsgroups: comp.dsp,sci.math,comp.music
Subject: Re: Want algorithm to generate 1/f time series
Message-ID: <2274@odin.cs.hw.ac.uk>
Date: 11 Feb 91 14:28:54 GMT
References: <52654@sequent.UUCP> <kDB7w2w163w@shark.cs.fau.edu>
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In article <kDB7w2w163w@shark.cs.fau.edu> tomh.bbs@shark.cs.fau.edu (Tom Holroyd) writes:
>rjk@sequent.uucp (Robert Kelley) writes:

>>  What I really want to do, is to generate
>> a pseudo-random time series such that the spectral energy varies as 1/f
>> (or, more generally, 1/(f**n)).
>
>Use a random walk.  [1] x = 0.  [2] r = random integer.
>[3] if r is odd, add 1 to x, else subtract 1 from x.
>[4] output x. [5] goto [2].

I think this gives 1/f**2 rather than 1/f. Martin Gardner in Mathematical Games, Scientific American, December(?) 1978 gives an algorithm for approximating
1/f fairly easily. I'll have to go home to look it up though.