• Open Access

Fraudulent white noise: Flat power spectra belie arbitrarily complex processes

Paul M. Riechers and James P. Crutchfield
Phys. Rev. Research 3, 013170 – Published 22 February 2021

Abstract

Power spectral densities are a common, convenient, and powerful way to analyze signals, so much so that they are now broadly deployed across the sciences and engineering—from quantum physics to cosmology and from crystallography to neuroscience to speech recognition. The features they reveal not only identify prominent signal frequencies but also hint at mechanisms that generate correlation and lead to resonance. Despite their near-centuries-long run of successes in signal analysis, here we show that flat power spectra can be generated by highly complex processes, effectively hiding all inherent structure in complex signals. Historically, this circumstance has been widely misinterpreted, being taken as the renowned signature of “structureless” white noise—the benchmark of randomness. We argue, in contrast, to the extent that most real-world complex systems exhibit correlations beyond pairwise statistics their structures evade power spectra and other pairwise statistical measures. As concrete physical examples, we demonstrate that fraudulent white noise hides the predictable structure of both entangled quantum systems and chaotic crystals. To make these words of warning operational, we present constructive results that explore how this situation comes about and the high toll it takes in understanding complex mechanisms. First, we give the closed-form solution for the power spectrum of a very broad class of structurally complex signal generators. Second, we demonstrate the close relationship between eigenspectra of evolution operators and power spectra. Third, we characterize the minimal generative structure implied by any power spectrum. Fourth, we show how to construct arbitrarily complex processes with flat power spectra. Finally, leveraging this diagnosis of the problem, we point the way to developing more incisive tools for discovering structure in complex signals.

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  • Received 6 July 2020
  • Accepted 16 December 2020

DOI:https://doi.org/10.1103/PhysRevResearch.3.013170

Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI.

Published by the American Physical Society

Physics Subject Headings (PhySH)

Nonlinear DynamicsInterdisciplinary PhysicsStatistical Physics & ThermodynamicsGeneral Physics

Authors & Affiliations

Paul M. Riechers*

  • Complexity Institute, Nanyang Technological University, 639798 Singapore, Singapore and School of Physical and Mathematical Sciences, Nanyang Technological University, 637371 Singapore, Singapore

James P. Crutchfield

  • Department of Physics, Complexity Sciences Center, University of California at Davis, Davis, California 95616, USA

  • *pmriechers@gmail.com
  • chaos@ucdavis.edu

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Vol. 3, Iss. 1 — February - April 2021

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