Related papers: Singular probability distribution of shot-noise dr…
Expectation values of measurement operators, interpreted as measurement probabilities, arise frequently throughout quantum algorithms. When quantum states are randomly distributed, their expectation values are also randomly distributed. In…
We follow the trajectories of phase singularities at nulls of intensity in the speckle pattern of waves transmitted through random media as the frequency of the incident radiation is scanned in microwave experiments and numerical…
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…
We analyze a power distribution line with high penetration of distributed generation and strong variations of power consumption and generation levels. In the presence of uncertainty the statistical description of the system is required to…
The distribution function of local amplitudes of single-particle states in disordered conductors is calculated on the basis of the supersymmetric $\sigma$-model approach using a saddle-point solution of its reduced version. Although the…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
Including massive neutrinos in $N$-body simulations is a challenging task due to the large thermal velocities of the neutrinos. In particle based codes this leads to problems of shot-noise due to insufficient sampling of the neutrino…
We studied the critical dynamics of spectral singularities. The system investigated is a coupled resonator array with a side-coupled loss (gain) resonator. For a gain resonator, the system acts as a wave emitter at spectral singularities.…
We investigate propagation of few-photon pulses in waveguides coupled to a two-level system by means of the method of distribution functions in coordinate-momentum space that provides a detailed description of photon systems. We find that…
A mapping of nonextensive statistical mechanics into Gibbs' statistical mechanics exists, which leads to a generalization of Einstein's formula for fluctuations. A unified treatment of stability of relaxed states in nonextensive statistical…
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
In this contribution, we investigate the scaling of the distribution of the shot noise process, its power spectral density and its time above threshold.
Extreme events appear in many physics phenomena, whenever the probability distribution has a ''heavy tail'', differing very much from the equilibrium one. Most unusual are the cases of power-law (Pareto) probability distributions. Among…
Consider large signal-plus-noise data matrices of the form $S + \Sigma^{1/2} X$, where $S$ is a low-rank deterministic signal matrix and the noise covariance matrix $\Sigma$ can be anisotropic. We establish the asymptotic joint distribution…
Semiclassical methods can now explain many mesoscopic effects (shot-noise, conductance fluctuations, etc) in clean chaotic systems, such as chaotic quantum dots. In the deep classical limit (wavelength much less than system size) the…
The steady state distribution of the position of a Brownian particle diffusing in logarithmic-harmonic potential with stochastic resetting is obtained analytically. We show that there are two critical conditions that determine the behavior…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
We work out a theory of shot noise in a special case. This is a noise of the Coulomb drag current excited under the ballistic transport regime in a one-dimensional nanowire by a ballistic non-Ohmic current in a nearby parallel nanowire. We…