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Related papers: Shot Noise with Random Parameters

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In this paper three different scenarios in wide band spectrum sensing have been studied. While the signal and noise statistics are supposed to be unspecified, random matrixes have been utilized in order to estimate the noise variance. These…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Sajjad Imani , Amin Banitalebi-Dehkordi , Mehdi Cheraghi

Most physical data sets contain a stochastic contribution produced by measurement noise or other random sources along with the signal. Usually, neither the signal nor the noise are accurately known prior to the measurement so that both have…

Methodology · Statistics 2019-04-12 S. Czesla , T. Molle , J. H. M. M. Schmitt

We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…

Probability · Mathematics 2010-06-01 Clément Dombry

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…

Statistical Mechanics · Physics 2025-04-04 Ferdinand Grueneis

Using the 'drift-diffusion-Langevin' equation we show that, at least in one geometry, finite-frequency shot noise is of the order of the 'full' shot noise $2eI$ provided the sample is either short or long enough, $L > L_0(\omega)$. Here…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Y. Naveh

Consider a homogeneous Poisson process in $\mathbb{R}^d$, $d \ge 1$. Let $R_1 < R_2 < \dots$ be the distances of the points from the origin, and let $S = R_1^{-\gamma} + R_2^{-\gamma} + \dots$, where $\gamma > d$ is a parameter. Let…

Probability · Mathematics 2019-12-17 Antal A. Járai

Monte Carlo simulations of the 4d O(4) model in the broken phase are performed to determine the parameters of a resonance. The standard method for extracting them on the lattice is through L\"uscher's formula; recently a new method, based…

High Energy Physics - Lattice · Physics 2011-01-25 Pietro Giudice , Darran McManus , Mike Peardon

A recent theory is reviewed for the shot noise of coherent radiation propagating through a random medium. The Fano factor P/I (the ratio of the noise power and the mean transmitted current) is related to the scattering matrix of the medium.…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 C. W. J. Beenakker , M. Patra

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

We investigate shot noise for quantum dots whose classical phase space consists of both regular and chaotic regions. The noise is systematically suppressed below the universal value of fully chaotic systems, by an amount which varies with…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 H. -S. Sim , H. Schomerus

The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev

In this contribution, we investigate the scaling of the distribution of the shot noise process, its power spectral density and its time above threshold.

Statistical Mechanics · Physics 2019-06-25 Audun Theodorsen

We show that the `shot noise' bias in angular clustering power spectra observed from discrete samples of points is not noise, but rather a known additive contribution that naturally arises due to degenerate pairs of points. In particular,…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-15 Nicolas Tessore , Alex Hall

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

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

A self-consistent theory of shot noise in ballistic two-terminal conductors under the action of long-range Coulomb correlations is presented. Analytical formulas for the electron distribution function and its fluctuation along the…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 O. M. Bulashenko , J. M. Rubi , V. A. Kochelap

A semiclassical theory of the low frequency shot noise in ferromagnet - normal metal systems is formulated. Non-collinear magnetization directions of the ferromagnetic leads, arbitrary junctions and the elastic and inelastic scattering…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Yaroslav Tserkovnyak , Arne Brataas

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

Shot-Noise processes constitute a useful tool in various areas, in particular in finance. They allow to model abrupt changes in a more flexible way than processes with jumps and hence are an ideal tool for modelling stock prices, credit…

Mathematical Finance · Quantitative Finance 2017-01-01 Thorsten Schmidt

We discuss the possibility to employ the shot-noise measurements for the analysis of the energy resolved ballistic currents. Coulomb interactions play an essential role in this technique, since they lead to the shot-noise-suppression level…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 O. M. Bulashenko , J. M. Rubi