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Related papers: Shot Noise with Random Parameters

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Wave scattering in chaotic systems can be characterized by its spectrum of resonances, $z_n=E_n-i\frac{\Gamma_n}{2}$, where $E_n$ is related to the energy and $\Gamma_n$ is the decay rate or width of the resonance. If the corresponding ray…

Chaotic Dynamics · Physics 2012-03-27 Marcel Novaes

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

Shot noise, originating from the discrete nature of electric charge, is generated by scattering processes. Shot-noise measurements have revealed microscopic charge dynamics in various quantum transport phenomena. In particular, beyond the…

Mesoscale and Nanoscale Physics · Physics 2021-10-07 Kensuke Kobayashi , Masayuki Hashisaka

The shot noise of current through a metallic double quantum dot structure exhibiting negative differential conductance is studied. We can exactly solve the master equation and derive an analytical expression of the spectral density of…

Mesoscale and Nanoscale Physics · Physics 2013-06-11 V. Hung Nguyen , V. Lien Nguyen , Philippe Dollfus

Diffusion probabilistic models have been successfully used to generate data from noise. However, most diffusion models are computationally expensive and difficult to interpret with a lack of theoretical justification. Random feature models…

Machine Learning · Statistics 2025-08-11 Esha Saha , Giang Tran

The progress in nanofabrication, measurement technology, and mesoscopic transport theory has been expanding the field of shot noise. Although a wave-packet approach to DC shot noise of independent electrons at finite temperature was offered…

Mesoscale and Nanoscale Physics · Physics 2012-11-27 Hiroyuki Inoue

We study the behavior of shot noise in resonant tunneling junctions far from equilibrium. Quantum-coherent elastic charge transport can be characterized by a transmission function, that is the probability for an incoming electron at a given…

Mesoscale and Nanoscale Physics · Physics 2019-02-19 Anqi Mu , Dvira Segal

We investigate weak convergence of finite-dimensional distributions of a renewal shot noise process $(Y(t))_{t\geq 0}$ with deterministic response function $h$ and the shots occurring at the times $0 = S_0 < S_1 < S_2<\ldots$, where $(S_n)$…

Probability · Mathematics 2016-03-15 Alexander Iksanov , Zakhar Kabluchko , Alexander Marynych

Score diffusion methods can learn probability densities from samples. The score of the noise-corrupted density is estimated using a deep neural network, which is then used to iteratively transport a Gaussian white noise density to a target…

Computer Vision and Pattern Recognition · Computer Science 2024-10-16 Zahra Kadkhodaie , Stéphane Mallat , Eero P. Simoncelli

There are many models, often called unnormalized models, whose normalizing constants are not calculated in closed form. Maximum likelihood estimation is not directly applicable to unnormalized models. Score matching, contrastive divergence…

Machine Learning · Statistics 2018-08-27 Masatoshi Uehara , Takeru Matsuda , Fumiyasu Komaki

Generative diffusion processes are an emerging and effective tool for image and speech generation. In the existing methods, the underlying noise distribution of the diffusion process is Gaussian noise. However, fitting distributions with…

Signal Processing · Electrical Eng. & Systems 2021-10-13 Eliya Nachmani , Robin San Roman , Lior Wolf

We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…

Probability · Mathematics 2015-07-13 Muneya Matsui

We consider two variables that are related to each other by an invertible function. While it has previously been shown that the dependence structure of the noise can provide hints to determine which of the two variables is the cause, we…

We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…

Statistics Theory · Mathematics 2024-04-19 Raphaël Maillet , Grégoire Szymanski

This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…

Statistical Mechanics · Physics 2023-09-26 Josselin Garnier , Laurent Mertz

We consider the problem of parameter estimation for a class of continuous-time state space models. In particular, we explore the case of a partially observed diffusion, with data also arriving according to a diffusion process. Based upon a…

Computation · Statistics 2021-03-16 Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas , Hamza Ruzayqat

The evaluation of a photon-pair source employs characteristic metrics like the photon-pair generation rate, heralding efficiency, and second-order correlation function, all of which are determined by the photon number distribution of the…

Quantum Physics · Physics 2024-07-17 Sang Min Lee

In this paper, we consider a multi-drawing urn model with random addition. At each discrete time step, we draw a sample of m balls. According to the composition of the drawn colors, we return the balls together with a random number of balls…

Probability · Mathematics 2018-02-14 Rafik Aguech , Nabil Lasmar , Olfa Selmi

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

We calculate the full counting statistics of charge transfer in a chiral Majorana interferometer - a setup where a Dirac mode (an electron-hole mode) is split into two Majorana modes that encircle a number of h/2e vortices in a topological…

Mesoscale and Nanoscale Physics · Physics 2025-08-07 C. W. J. Beenakker