This worksheet gnerates a trajectory of points for a Gaussian random process characterized by an arbitrary time-correlation function.
The method makes use of the convolution theorem.
The number of points in the trajectory:
Time-separation of points:
femtoseconds
Define time-correlation function:
Fill data array with TCF:
Define Gaussian distribution:
Fill an array with a set of Gaussian distributed
random numbers. Centered about ω
cm
Convolute the random noise with the exponential correlation function. Do in the frequency domain with FT.
You may want to correct the average of the data set for imperfect sampling:
Frequency Fluctuations:
Add back a mean value for the fluctuations:
cm
Export data file:
Calculate a correlation function from the trajectory:
Frequency correlation function:
Using more points in the trajectory will give a better correspondence.