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Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise processes and prove their weak convergence to L\'evy-driven…

Probability · Mathematics 2021-02-24 Massimiliano Tamborrino , Petr Lansky

The phenomenon of PT (parity- and time-reversal) symmetry breaking is conventionally associated with a change in the complex mode spectrum of a non-Hermitian system that marks a transition from a purely oscillatory to an exponentially…

We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…

Statistical Mechanics · Physics 2012-09-20 M. Pradas , G. A. Pavliotis , S. Kalliadasis , D. T. Papageorgiou , D. Tseluiko

Nonlinear dynamical systems possessing reflection symmetry have an invariant subspace in the phase space. The dynamics within the invariant subspace can be random or chaotic. As a system parameter changes, the motion transverse to the…

Chaotic Dynamics · Physics 2007-05-23 Changsong Zhou , C. -H. Lai

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

We study the front propagation in Reaction-Diffusion systems whose reaction dynamics exhibits an unstable fixed point and chaotic or noisy behaviour. We have examined the influence of chaos and noise on the front propagation speed and on…

Statistical Mechanics · Physics 2009-11-07 Alessandro Torcini , Angelo Vulpiani , Andrea Rocco

The motion of oscillatory-like nonlinear Hamiltonian systems, driven by a weak noise, is considered. A general method to find regions of stability in the phase space of a randomly-driven system, based on a specific Poincar\'e map, is…

Chaotic Dynamics · Physics 2011-11-10 D. V. Makarov , M. Yu. Uleysky , M. V Budyansky , S. V. Prants

By using dissipativity approach, we establish the stability condition for the feedback connection of a deterministic dynamical system $\Sigma$ and a stochastic memoryless map $\Psi$. After that, we extend the result to the class of large…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Koji Tsumura , Binh Minh Nguyen , Hisaya Wakayama , Shinji Hara

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

Data Analysis, Statistics and Probability · Physics 2007-07-17 D. Sornette

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

The method of location and spectral estimation of weak signals on a noise background is being considered. The method is based on the optimized on order and noise dispersion autoregressive model of a sought signal. A new approach of model…

Computational Engineering, Finance, and Science · Computer Science 2007-07-03 Yu. Bunyak , O. Bunyak

We investigate the effect of a two-level jump process or random telegraph noise on a square wave driven tight-binding lattice. In the absence of the noise, the system is known to exhibit dynamical localization for specific ratios of the…

Disordered Systems and Neural Networks · Physics 2022-04-13 Vatsana Tiwari , Devendra Singh Bhakuni , Auditya Sharma

We develop a system for measurements of power spectra of transmitted light intensity fluctuations, in which the extraneous noise, including shot noise, is reduced. In essence, we just apply light, measure the power of the transmitted light…

Atomic Physics · Physics 2023-07-19 Takahisa Mitsui , Kenichiro Aoki

Fluctuations pose fundamental limitations in making sensitive measurements, yet at the same time, noise unravels properties that are inaccessible at the level of the averaged signal. In electronic devices, shot noise arises from the…

Mesoscale and Nanoscale Physics · Physics 2019-07-22 Anqi Mu , Ofir Shein Lumbroso , Oren Tal , Dvira Segal

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

Statistical NLP systems are frequently evaluated and compared on the basis of their performances on a single split of training and test data. Results obtained using a single split are, however, subject to sampling noise. In this paper we…

Computation and Language · Computer Science 2007-05-23 Yuval Krymolowski

In this paper, we study the matrix denosing model $Y=S+X$, where $S$ is a low-rank deterministic signal matrix and $X$ is a random noise matrix, and both are $M\times n$. In the scenario that $M$ and $n$ are comparably large and the signals…

Statistics Theory · Mathematics 2020-07-08 Zhigang Bao , Xiucai Ding , Ke Wang

We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…

Statistical Mechanics · Physics 2016-11-01 Mirko Luković , Patrick Navez , Giorgos P. Tsironis , Theo Geisel

We show that \emph{stochastic bursting} is observed in a ring of unidirectional delay-coupled noisy excitable systems, thanks to the combinational action of time-delayed coupling and noise. Under the approximation of timescale separation,…

Disordered Systems and Neural Networks · Physics 2019-05-01 Chunming Zheng , Arkady Pikovsky

Inherent randomness and the resulting stochastic behavior of fundamental particles manifested as quantum noise put a lower bound on measurement imprecision in the quantum measurement process. In addition, the quantum noise imparts…

Mesoscale and Nanoscale Physics · Physics 2025-01-22 Prasanta Kumbhakar , Anusha Shanmugam , Akhileshwar Mishra , Ravi Pant , J L Reno , S Addamane , Madhu Thalakulam