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We theoretically evaluate the impact of drift-free noise on the dynamics of $\mathcal{PT}$-symmetric non-Hermitian systems with an exceptional point, which have recently been proposed for sensors. Such systems are currently considered as…

Optics · Physics 2019-07-11 Christian Wolff , Christos Tserkezis , N. Asger Mortensen

Power spectral density measurements of any sampled signal are typically restricted by both acquisition rate and frequency response limitations of instruments, which can be particularly prohibitive for video-based measurements. We have…

Biological Physics · Physics 2009-02-10 Wesley Philip Wong , Ken Halvorsen

We report the statistical properties of the fluctuations of the energy flux in an electronic RC circuit driven with a stochastic voltage. The fluctuations of the power injected in the circuit are measured as a function of the damping rate…

Statistical Mechanics · Physics 2009-05-06 Claudio Falcón , Eric Falcon

Power-grid systems constitute one of the most complex man-made spatially extended structures. These operate with strict operational bounds to ensure synchrony across the grid. This is particularly relevant for power-grid frequency, which…

Physics and Society · Physics 2021-08-17 Leonardo Rydin Gorjão , Benjamin Schäfer , Dirk Witthaut , Christian Beck

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

We study the statistics of the horizontal component of atmospheric boundary layer wind speed. Motivated by its non-stationarity, we investigate which parameters remain constant or can be regarded as being piece-wise constant and explain how…

Data Analysis, Statistics and Probability · Physics 2008-11-21 T. Laubrich , F. Ghasemi , J. Peinke , H. Kantz

Quantum key distribution is a cornerstone of quantum cryptography, enabling secure communication through the principles of quantum mechanics. In reality, most practical implementations rely on the decoy-state method to ensure security…

Quantum Physics · Physics 2024-11-04 Zitai Xu , Yizhi Huang , Xiongfeng Ma

We use Time Resolved Correlation (TRC), a recently introduced light scattering method, to study the dynamics of a variety of jammed, or glassy, soft materials. The output of a TRC experiment is cI(t,tau), the time series of the degree of…

Soft Condensed Matter · Physics 2009-11-10 Agnes Duri , Pierre Ballesta , Luca Cipelletti , Hugo Bissig , Veronique Trappe

We report on the measurement of detailed balance violation in a coupled, noise-driven linear electronic circuit consisting of two nominally identical RC elements that are coupled via a variable capacitance. The state variables are the…

Statistical Mechanics · Physics 2019-03-06 Juan Pablo Gonzalez , John C. Neu , Stephen W. Teitsworth

Biochemical reactions are fundamentally noisy at a molecular scale. This limits the precision of reaction networks, but also allows fluctuation measurements which may reveal the structure and dynamics of the underlying biochemical network.…

Biological Physics · Physics 2018-04-11 Harmen Wierenga , Pieter Rein ten Wolde , Nils B. Becker

We consider the problem of seismic velocity change estimation using ambient noise recordings. Motivated by [23] we study how the velocity change estimation is affected by seasonal fluctuations in the noise sources. More precisely, we…

Geophysics · Physics 2016-05-04 E. Daskalakis , C. P. Evangelidis , J. Garnier , N. S. Melis , G. Papanicolaou , C. Tsogka

A time-dependent bias voltage on a tunnel junction generates a time-dependent modulation of its current fluctuations, and in particular of its variance. This translates into an excitation at frequency $\tilde{f}$ generating correlations…

Mesoscale and Nanoscale Physics · Physics 2024-03-27 Clovis Farley , Edouard Pinsolle , Bertrand Reulet

Quantum mechanics can strongly influence the noise properties of mesoscopic devices. To probe this effect we have measured the current fluctuations at high-frequency (5-90G Hz) using a superconductor-insulator-superconductor tunnel junction…

Disordered Systems and Neural Networks · Physics 2007-05-23 R. Deblock , E. Onac , L. Gurevich , L. P. Kouwenhoven

Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…

Physics and Society · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz

The knowledge of channel statistics can be very helpful in making sound opportunistic spectrum access decisions. It is therefore desirable to be able to efficiently and accurately estimate channel statistics. In this paper we study the…

Information Theory · Computer Science 2015-03-17 Quanquan Liang , Mingyan Liu

The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…

Statistical Mechanics · Physics 2007-05-23 Maria K. Koleva , Valery C. Covachev

We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

Systems in nature are stochastic as well as nonlinear. In traditional applications, engineered filters aim to minimize the stochastic effects caused by process and measurement noise. Conversely, a previous study showed that the process…

Systems and Control · Electrical Eng. & Systems 2024-07-11 Burak Boyacıoğlu , Mahnoush Babaei , Amanuel H. Mamo , Sarah Bergbreiter , Thomas L. Daniel , Kristi A. Morgansen

Experiments on the direction-resolved full-counting statistics of single-electron tunneling allow testing the fundamentally important Fluctuation Theorem (FT). At the same time, the FT provides a frame for analyzing such data. Here we…

Mesoscale and Nanoscale Physics · Physics 2009-12-01 Y. Utsumi , D. S. Golubev , M. Marthaler , T. Fujisawa , Gerd Schön

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos
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