  Sagittarius A* (Sgr A*) is the variable radio, near-infrared (NIR), and X-ray
source associated with accretion onto the Galactic center black hole. We have
analyzed a comprehensive submillimeter (including new observations simultaneous
with NIR monitoring), NIR, and 2-8 keV dataset. Submillimeter variations tend
to lag those in the NIR by $\sim$30 minutes. An approximate Bayesian
computation (ABC) fit to the X-ray first-order structure function shows
significantly less power at short timescales in the X-rays than in the NIR.
Less X-ray variability at short timescales combined with the observed NIR-X-ray
correlations means the variability can be described as the result of two
strictly correlated stochastic processes, the X-ray process being the
low-pass-filtered version of the NIR process. The NIR--X-ray linkage suggests a
simple radiative model: a compact, self-absorbed synchrotron sphere with
high-frequency cutoff close to NIR frequencies plus a synchrotron self-Compton
scattering component at higher frequencies. This model, with parameters fit to
the submillimeter, NIR, and X-ray structure functions, reproduces the observed
flux densities at all wavelengths, the statistical properties of all light
curves, and the time lags between bands. The fit also gives reasonable values
for physical parameters such as magnetic flux density $B\approx13$ G, source
size $L \approx2.2R_{S}$, and high-energy electron density
$n_{e}\approx4\times10^{7}$ cm$^{-3}$. An animation illustrates typical light
curves, and we make public the parameter chain of our Bayesian analysis, the
model implementation, and the visualization code.
