Related papers: Singular probability distribution of shot-noise dr…
Within the point vortex model, we compute the probability distribution function of the velocity fluctuations induced by same-signed vortices scattered within a disk according to a fractal distribution of distances to origin $\sim…
Stochastic resonance holds much promise for the detection of weak signals in the presence of relatively loud noise. Following the discovery of nondynamical and of aperiodic stochastic resonance, it was recently shown that the phenomenon can…
We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the…
Based on stochastic differential equations (SDEs), we analyse the overall performance of heterogeneous power systems network, subject to spatially distributed and correlated noise with random initial conditions. We determine bounds on the…
Current fluctuations related to the discreteness of charge passing through small constrictions are termed shot noise. This unavoidable noise provides both advantages - being a direct measurement of the transmitted particles' charge, and…
Systems driven by $\alpha$-stable noises could be very different from their Gaussian counterparts. Stationary states in single-well potentials can be multimodal. Moreover, a potential well needs to be steep enough in order to produce…
We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…
When the rate of shot noise is controlled by on-off states we speak of intermittent shot noise. The on-off states lead to alternately occurring clusters of events and intermissions, respectively. We derive the power spectrum of the…
We study the shock structures in three-states one-dimensional driven-diffusive systems with nearest neighbors interactions using a matrix product formalism. We consider the cases in which the stationary probability distribution function of…
We demonstrate the phenomenon of stochastic resonance (SR) for discrete-time dynamical systems. We investigate various systems that are not necessarily bistable, but do have two well defined states, switching between which is aided by…
In this paper we find and develop a stochastic integral representation for the class of strictly stable distributions. We establish an explicit relationship between stochastic integral and shot-noise series representations of strictly…
We analytically derive the bit-string probability distributions of subsystems of random pure states and depolarized random states using the Dirichlet distribution. We identify the exact Beta distribution as the universal statistical law of…
This article presents results on the concentration properties of the smoothing and filtering distributions of some partially observed chaotic dynamical systems. We show that, rather surprisingly, for the geometric model of the Lorenz…
We show that in periodically driven systems, along with the delta-peak at the driving frequency, the spectral density of fluctuations displays extra features. These can be peaks or dips with height quadratic in the driving amplitude, for…
We consider the problem of shot noise in resonant tunneling through double quantum dots in the case of interacting particles. Using a many-body quantum mechanical description we evaluate the energy dependent transmission probability, the…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
Motivated by recent studies of population coding in theoretical neuroscience, we examine the optimality of a recently described form of stochastic resonance known as suprathreshold stochastic resonance, which occurs in populations of noisy…
We study stochastically perturbed non-holonomic systems from a geometric point of view. In this setting, it turns out that the probabilistic properties of the perturbed system are intimately linked to the geometry of the constraint…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…