Related papers: Shot Noise with Random Parameters
We study the noise properties of ballistic conductors with carriers satisfying fractional exclusion statistics. To test directly the nature of exclusion statistics we found that systems under weakly degenerate conditions should be…
We consider the regression model with observation error in the design: y=X\theta* + e, Z=X+N. Here the random vector y in R^n and the random n*p matrix Z are observed, the n*p matrix X is unknown, N is an n*p random noise matrix, e in R^n…
A randomly interacting N-species Lotka-Volterra system in the presence of a Gaussian multiplicative noise is analyzed. The investigation is focused on the role of this external noise into the statistical properties of the extinction times…
Shot-noise measures the correlations of fluctuations of current for a voltage applied much larger than the temperature and reveals aspects of correlations in fermions beyond those revealed in the conductivity. Recent measurements of…
Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…
In this investigation, the distribution of the ratio of two independently distributed xgamma (Sen et al. 2016) random variables X and Y , with different parameters, is proposed and studied. The related distributional properties such as,…
Let $X_1,\ldots,X_n$ be a random sample from the Gamma distribution with density $f(x)=\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}/\Gamma(\alpha)$, $x>0$, where both $\alpha>0$ (the shape parameter) and $\lambda>0$ (the reciprocal scale…
We present a frequency domain model of shot noise in the photodetection of ultrashort optical pulse trains using a time-varying analysis. Shot noise-limited photocurrent power spectral densities, signal-to-noise expressions, and shot noise…
We investigate the effect of interactions on shot noise in $\nu=2$ quantum Hall edges, where a repulsive coupling between co-propagating edge modes is expected to give rise to charge fractionalization. Using the method of non-equilibrium…
In this work, we study the problem of learning the volatility under market microstructure noise. Specifically, we consider noisy discrete time observations from a stochastic differential equation and develop a novel computational method to…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…
In mixture experiments with noise variables or process variables that can not be controlled, investigate and try to control the variability of the response variable is very important for quality improvement in industrial processes. Thus,…
While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…
This paper deals with recovering an unknown vector $\theta$ from the noisy data $Y=A\theta+\sigma\xi$, where $A$ is a known $(m\times n)$-matrix and $\xi$ is a white Gaussian noise. It is assumed that $n$ is large and $A$ may be severely…
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…
The remarkable results for denoising in computer vision using diffusion models given in \cite{SDWMG,HJA,HHG} yield a robust mathematical justification for algorithms based on crucial properties of a sequence of Gaussian independent $N(0,1)$…
We consider two random variables $X$ and $Y$ following correlated Gamma distributions, characterized by identical scale and shape parameters and a linear correlation coefficient $\rho$. Our focus is on the parameter: \[ D(X,Y) = \frac{|X -…
We formulate a theory for shot noise in quantum nanoelectromechanical systems. As a specific example, the theory is applied to a quantum shuttle, and the zero-frequency noise, measured by the Fano factor F, is computed. F reaches very low…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
A formalism is presented for analytically obtaining the probability density function, (P_{n}(s)), for the random distance (s) between two random points in an (n)-dimensional spherical object of radius (R). Our formalism allows (P_{n}(s)) to…