Related papers: 1/f^beta noise in a model for weak ergodicity brea…
In the higher levels of superconducting transmon devices, and more generally charge sensitive devices, $T_2^*$ measurements made in the presence of low-frequency time-correlated $1/f$ charge noise and quasiparticle-induced parity flips can…
There are several mathematical models yielding 1/f noise. For example, 1/f spectrum can be obtained from stochastic sequence of pulses having power-law distribution of pulse durations or from nonlinear stochastic differential equations. We…
Decarbonization in the energy sector has been accompanied by an increased penetration of new renewable energy sources in electric power systems. Such sources differ from traditional productions in that, first, they induce larger,…
We employ a non-linear sigma model defined on a Keldysh contour to study the current and the current noise in a diffusive micro-bridge in the presence of electron-electron interactions. Out of equilibrium the fluctuation-dissipation theorem…
This paper studies a spectrum estimation method for the case that the samples are obtained at a rate lower than the Nyquist rate. The method is referred to as the correlogram for undersampled data. The algorithm partitions the spectrum into…
The response properties of excitable systems driven by colored noise are of great interest, but are usually mathematically only accessible via approximations. For this reason, dichotomous noise, a rare example of a colored noise leading…
The paper studies properties of continuous time processes with spectrum degeneracy at a single point where their Fourier transforms vanish with a certain rate. It appears that these processes are linearly predictable in some weak sense,…
The present paper investigates theoretical performance of various Bayesian wavelet shrinkage rules in a nonparametric regression model with i.i.d. errors which are not necessarily normally distributed. The main purpose is comparison of…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
We simulate the $N$-spin critical Ising model on a square lattice using Glauber dynamics and consider the typical one-unit time equal to $N$ single-spin-flip attempts. The divergence of correlation time with the linear extent of the system…
We investigate the standard deviation $\delta v(\tsamp)$ of the variance $v[\xbf]$ of time series $\xbf$ measured over a finite sampling time $\tsamp$ focusing on non-ergodic systems where independent "configurations" $c$ get trapped in…
Identification of a transient gravitational-wave signal embedded into non-stationary noise requires the analysis of time-dependent spectral components in the resulting time series. The time-frequency distribution of the signal power can be…
We quantify nonergodic and aging behaviors of nanocrystals (or quantum dots) based on stochastic model. Ergodicity breaking is characterized based on time average intensity and time average correlation function, which remain random even in…
We employ equation of motion techniques to study the non-equilibrium dynamics in a lattice model of weakly interacting spinless fermions. Our model provides a simple setting for analyzing the effects of weak integrability breaking…
We consider the effect of noise in sparse Boolean Networks with redundant functions. We show that they always exhibit a non-zero error level, and the dynamics undergoes a phase transition from non-ergodicity to ergodicity, as a function of…
We abstract the concept of a randomized controlled trial (RCT) as a triple (beta,b,s), where beta is the primary efficacy parameter, b the estimate and s the standard error (s>0). The parameter beta is either a difference of means, a log…
We assess the ergodic properties of the Fermi-Pasta-Ulam-Tsingou-$\alpha$ model for generic initial conditions using a Toda integral. It serves as an adiabatic invariant for the system and a suitable observable to measure its equilibrium…
We study the impact of the recently introduced underspread/overspread classificationon the spectra of processes with square-integrable covariance functions. We briefly review the most prominent definitions of a time-varying power spectrum…
The spatio-temporal dynamics of the deformation of a vibrated plate is measured by a high speed Fourier transform profilometry technique. The space-time Fourier spectrum is analyzed. It displays a behavior consistent with the premises of…
Fluctuations of the electromagnetic field produced by quantized matter in external electric field are investigated. A general expression for the power spectrum of fluctuations is derived within the long-range expansion. It is found that in…