Related papers: Shot Noise with Random Parameters

The following random recurrency: $$ W_{n+1} = U_{n+1} ( W_n + \Lambda_{n+1} ) $$ where $W_{-1}=0.$ is known to be associated with the shot noise : $$ W_{t} = \sum_{0<t_k<t} \Lambda_{k} e^{-(t-t_k)} $$ where the $t_k$ are the dates of a…

We present an expression for the shot noise power spectral density in quasi-one dimensional conductors electrostatically controlled by a gate electrode, that includes the effects of Coulomb interaction and of Pauli exclusion among charge…

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

We have carried out a preliminary analysis of shot noise at hopping, focusing on uniform 1D arrays of sites separated by N tunnel barriers. The results show that at low temperatures the low-frequency density of the shot noise varies from…

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…

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…

Knowledge of the noise distribution in magnitude diffusion MRI images is the centerpiece to quantify uncertainties arising from the acquisition process. The use of parallel imaging methods, the number of receiver coils and imaging filters…

We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

We have derived a general formula describing current noise in multimode ballistic channels connecting source and drain electrodes with Fermi electron gas. In particular (at $eV\gg k_{B}T$), the expression describes the nonequilibrium…

Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the…

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

Let F ($\nu$) be the centered Gamma law with parameter $\nu$ > 0 and let us denote by P Y the probability distribution of a random vector Y. We develop a multidimensional variant of the Stein's method for Gamma approximation that allows to…

A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

We address the shot noise in the tunneling current through a localized spin, pertaining to recent experiments on magnetic adatoms and single molecular magnets. We show that both uncorrelated and spin-correlated scattering processes…

The shot noise of a one-dimensional wire interrupted by two barriers shows interesting features related to the interplay between Coulomb blockade effects, Luttinger correlations and discrete excitations. At small bias the Fano factor…

Using the random matrix approach, we calculate analytically the average shot-noise power in a chaotic cavity at an arbitrary number of propagating modes (channels) in each of the two attached leads. A simple relationship between this…