qNoise. A generator of non-Gaussian colored noise

Abstract

We introduce a lightweight (generic C++ class) generator for non-Gaussian, colored stochastic processes. The expected applications of this algorithm are as diverse as the modeling of some types of vibration or fluctuation which are typically non-Gaussian, the generation of noise which is naturally confined to a domain, or the investigation of the response of many dynamical systems embedded in noise, as the latter deviates from being Gaussian.