> Am 16.11.2015 20:00, schrieb Martin Vicanek:

>> [..] the autocorrelation is

>>

>> <x[n]*x[n+k]> = (1/3)*(1-P)^|k|

>>

>> (I checked that with a little MC code before posting.) So the power

>> spectrum is (1/3)/(1 + (1-P)z^-1), i.e flat at DC and pink at higher

>> frequencies. For reasonably small P the corner frequency is

>>

>> w_c = P/sqrt(1-P).

>

> Erratum: The power spectrum is brown, not pink. The fall-off is 12

> dB/octave, not 6. Sorry, next time I'll use a larger envelope. ;-)

>
well, pink is -3 dB/octave and red (a.k.a. brown) is -6 dB/octave. �a roll-off 
of -12 dB/octave would be very brown.




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