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Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a smooth random function, and measurement error. Supposing…

Statistics Theory · Mathematics 2018-12-21 Jinyuan Chang , Aurore Delaigle , Peter Hall , Cheng Yong Tang

We propose to verify relations between quantities which characterize scaling properties of high energy density fluctuations in terms of factorial moments and newly introduced associated frequency moments. Typical examples are presented in…

High Energy Physics - Phenomenology · Physics 2014-11-17 Mikulaas Blazek

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

Measurement-device-independent quantum key distribution with a finite number of decoy states is analyzed under finite-data-size assumption. By accounting for statistical fluctuations in parameter estimation, we investigate vacuum+weak- and…

Quantum Physics · Physics 2012-11-14 Xiongfeng Ma , Chi-Hang Fred Fung , Mohsen Razavi

We analyze the stochastic response of a finite set of globally coupled noisy bistable units driven by rather weak time-periodic forces. We focus on the stochastic resonance and phase frequency synchronization of the collective variable,…

Statistical Mechanics · Physics 2009-11-13 Manuel Morillo , Jose Gomez-Ordonez Jose Manuel Casado

Diffusivity in some soft matter and biological systems changes with time, called the fluctuating diffusivity. In this work, we propose a novel origin for fluctuating diffusivity based on stochastic simulations of binary gas mixtures. In…

Statistical Mechanics · Physics 2023-02-01 Fumiaki Nakai , Yuichi Masubuchi , Yuya Doi , Takato Ishida , Takashi Uneyama

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

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…

Quantum Physics · Physics 2009-11-13 Kirill A. Kazakov

We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…

Quantum Gases · Physics 2010-07-16 H. -P. Stimming , N. J. Mauser , J. Schmiedmayer , I. E. Mazets

Current fluctuations play an important role in non-equilibrium statistical mechanics, and are a key object of interest in both theoretical studies and in practical applications. So far, most of the studies were devoted to the fluctuations…

Statistical Mechanics · Physics 2021-06-01 Bertrand Lacroix-A-Chez-Toine , Oren Raz

We have analyzed the spectral density of fluctuations of the energy flux through a mesoscopic constriction between two equilibrium reservoirs. It is shown that at finite frequencies, the fluctuating energy flux is not related to the thermal…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Dmitri V. Averin , Jukka P. Pekola

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless.…

Dynamical Systems · Mathematics 2014-10-21 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

Qubit noise and fluctuations of the noise over time are key factors limiting the performance of quantum computers. Characterising them with high temporal resolution is challenging due to multiple overlapping stochastic processes such as…

Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…

Data Analysis, Statistics and Probability · Physics 2015-11-03 Shinsuke Koyama , Ryota Kobayashi

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

This paper studies the impacts of stochastic load fluctuations, namely the fluctuation intensity and the changing speed of load power, on the size of the voltage stability margin. To this end, Stochastic Differential-Algebraic Equations…

Signal Processing · Electrical Eng. & Systems 2019-03-19 Georgia Pierrou , Xiaozhe Wang

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

Data Analysis, Statistics and Probability · Physics 2013-07-01 Shinsuke Koyama

We present an analysis of the power fluctuations in the statistical steady state of a passively mode locked laser. We use statistical light-mode theory to map this problem to that of fluctuations in a reference equilibrium statistical…

Statistical Mechanics · Physics 2009-11-13 Oded Basis , Omri Gat

Conditional homodyne detection of quadrature squeezing is compared with standard nonconditional detection. Whereas the latter identifies nonclassicality in a quantitative way, as a reduction of the noise power below the shot noise level,…

Quantum Physics · Physics 2009-11-10 H J Carmichael , Hyunchul Nha