Related papers: 1/f^beta noise in a model for weak ergodicity brea…
We study the nature and mechanisms of broken ergodicity (BE) in specific random walk models corresponding to diffusion on random potential surfaces, in both one and high dimension. Using both rigorous results and nonrigorous methods, we…
One of the models of intermittency is on-off intermittency, arising due to time-dependent forcing of a bifurcation parameter through a bifurcation point. For on-off intermittency the power spectral density of the time-dependent deviation…
Matrix models showing chaotic-integrable transition in the spectral statistics are important for understanding Many Body Localization (MBL) in physical systems. One such example is the $\beta$-ensemble, known for its structural simplicity.…
An approach to the problem of 1/f voltage noise observed in all conducting media is developed based on an uncertainty relation for the Fourier-transformed signal. It is shown that the quantum indeterminacy caused by non-commutativity of…
We study a kind of filtering, an amplitude truncation with upper and lower truncation levels x_max and x_min. This is a generalization of the simple transformation y(t)=sgn[x(t)], for which a rigorous result was obtained recently. So far…
We demonstrate that the measurement of $1/f^{\alpha}$ noise at the single molecule or nano-object limit is remarkably distinct from the macroscopic measurement over a large sample. The single particle measurements yield a conditional…
We study the phenomenon of weak ergodicity breaking for a class of globally correlated random walk dynamics defined over a finite set of states. The persistence in a given state or the transition to another one depends on the whole previous…
We present experimental studies of the power spectrum and other fluctuation properties in the spectra of microwave networks simulating chaotic quantum graphs with violated time reversal in- variance. On the basis of our data sets we…
We study experimentally the dynamics of long waves among turbulent bending waves in a thin elastic plate set into vibration by a monochromatic forcing at a frequency $f_0$. This frequency is chosen large compared with the characteristic…
We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of…
We examine the power spectrum of the energy level fluctuations of a family of critical power-law random banded matrices with properties similar to those of a disordered conductor at the Anderson transition. It is shown both analytically and…
We provide evidence that for some values of the parameters a simple agent based model, describing herding behavior, yields signals with 1/f power spectral density. We derive a non-linear stochastic differential equation for the ratio of…
The concept of weak ergodicity breaking is defined and studied in the context of deterministic dynamics. We show that weak ergodicity breaking describes a weakly chaotic dynamical system: a nonlinear map which generates subdiffusion…
We assume that the energy spectrum of a chaotic system undergoing symmetry breaking transitions can be represented as a superposition of independent level sequences, one increasing on the expense of the others. The relation between the…
We show that the spectral fluctuations of the Two-Body Random Ensemble (TBRE) exhibit 1/f noise. This result supports a recent conjecture stating that chaotic quantum systems are characterized by 1/f noise in their energy level…
The null hypothesis in Pulsar Timing Array (PTA) analyses includes assumptions about ensemble properties of pulsar time-correlated noise. These properties are encoded in prior probabilities for the amplitude and the spectral index of the…
We show that in a broad class of processes that show a $1/f^{\alpha}$ spectrum, the power also explicitly depends on the characteristic time scale. Despite an enormous amount of work, this generic behavior remains so far overlooked and…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
An approach to the problem of 1/f voltage noise in conductors is developed based on an uncertainty relation for the Fourier-transformed signal. The quantum indeterminacy caused by non-commutativity of the observables at different times…
We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues…