Related papers: Herding model and 1/f noise
We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomogeneous highly degenerate diffusion for…
We present a derivation of the radiometer equation based on the original references and fundamental statistical concepts. We then perform numerical simulations of white noise to illustrate the radiometer equation in action. Finally, we…
Single quantum dots and other materials exhibit irregular switching between on and off states; these on-off states follow power-law statistics giving rise to 1/f noise. We transfer this phenomenon (also referred to as on-off intermittency)…
We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…
Fluctuations in the fluorescence from macroscopic ensembles of colloidal semiconductor quantum dots have the spectral form of 1/f noise. The measured power spectral density reflects the fluorescence intermittency of individual dots with…
We propose a new analytical method to study stochastic, binary-state models on complex networks. Moving beyond the usual mean-field theories, this alternative approach is based on the introduction of an annealed approximation for…
A central challenge in computational modeling of dynamic biological systems is parameter inference from experimental time course measurements. However, one would not only like to infer kinetic parameters but also study their variability…
A short review is presented of a recently developed computational approach which allows the study of the resistance noise over the full range of bias values, from the linear regime up to electrical breakdown. Resistance noise is described…
High-throughput data analyses are becoming common in biology, communications, economics and sociology. The vast amounts of data are usually represented in the form of matrices and can be considered as knowledge networks. Spectra-based…
The activity generated by an ensemble of neurons is affected by various noise sources. It is a well-recognised challenge to understand the effects of noise on the stability of such networks. We demonstrate that the patterns of activity…
We introduce a multi-species network model which describes the resistance fluctuations of a resistor in a non-equilibrium stationary state. More precisely, a thin resistor characterized by a 1/f^alpha resistance noise is described as a…
In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…
We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…
This paper introduces a class of non-linear and continuous-time opinion dynamics model with additive noise and state dependent interaction rates between agents. The model features interaction rates which are proportional to a negative power…
The dynamics of well-mixed biological populations is usually studied by mean-field methods and weak-noise expansions. Similar methods have been applied also in spatially extended problems, relying on the fact that these populations are…
We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…
The dynamic range is an important parameter which measures the spread of sound power, and for music signals it is a measure of recording quality. There are various descriptive measures of sound power, none of which has strong statistical…
Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…
We show that noise-induced oscillations in a gene circuit model display stochastic coherence, that is, a maximum in the regularity of the oscillations as a function of noise amplitude. The effect is manifest as a system-size effect in a…