Related papers: Statistical Topics Concerning Radiometer Theory
We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators…
In classical mechanics, a natural way to simplify a many-body problem is to ``replace'' some of the elements of the composite system with surrogate \textit{force fields}. In the realm of quantum mechanics, however, such a description is…
The noise of a device under test (DUT) is measured simultaneously with two instruments, each of which contributes its own background. The average cross power spectral density converges to the DUT power spectral density. This method enables…
We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient…
The fluctuation dissipation theorem (FDT) is the basis for a microscopic description of the interaction between electromagnetic radiation and matter.By assuming the electromagnetic radiation in thermal equilibrium and the interaction in the…
In this paper it is demonstrated that a 1/f power spectrum appears in the process originated by the superposition of many similar single-sided RTN processes with the same relaxation time. The non-relaxed regime, the Gaussian nature and the…
Spatial and temporal noise power spectra of stripe patterns are investigated, using as a model a Swift-Hohenberg equation with a stochastic term. In particular, the analytical and numerical investigations show: 1) the temporal noise spectra…
The equations of motion in a macroscopically inhomogeneous porous medium saturated by a fluid are derived. As a first verification of the validity of these equations, a two-layer rigid frame porous system considered as one single porous…
There are two main directions in this paper. One is to find sufficient conditions to ensure the existence of weak solutions to thermoelectric problems. At the steady-state, these problems consist by a coupled system of elliptic equations of…
One of the models of intermittency is on-off intermittency, arising due to time-dependent forcing of a bifurcation parameter through a bifurcation point. For on-off intermittency the power spectral density of the time-dependent deviation…
We review existing methods for generating long streams of 1/f^alpha noise ($0<\alpha\le 2$) focusing on the digital filtering of white noise. We detail the formalism to conceive an efficient random number generator (white outside some…
Thermodynamic uncertainty relations quantify how the signal-to-noise ratio of a given observable is constrained by dissipation. Fluctuation relations generalize the second law of thermodynamics to stochastic processes. We show that any…
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…
The possibility of consistency between the basic quantum principles and reduction (wave function reduction) is reexamined. The mathematical description of an organized macroscopic device is constructed explicitly as a convenient tool for…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
We present a complete analytical derivation of the equations used for stationary and nonstationary wave systems regarding resonant sound transmission and reflection described by the phenomenological Coupled-Mode Theory. We calculate the…
A short review is presented of a recently developed computational approach which allows the study of the resistance noise over the full range of bias values, from the linear regime up to electrical breakdown. Resistance noise is described…
We study a stochastically driven, damped nonlinear oscillator whose frequency is modulated by a white or coloured noise. Using diagrammatic perturbation theory, we find that in the absence of nonlinearity, parametric modulation by a…
We consider a network of randomly coupled rate-based neurons influenced by external and internal noise. We derive a second-order stochastic mean-field model for the network dynamics and use it to analyze the stability and bifurcations in…