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We address the question of distance record-setting by a random walker in the presence of measurement error, $\delta$, and additive noise, $\gamma$ and show that the mean number of (upper) records up to $n$ steps still grows universally as…

Data Analysis, Statistics and Probability · Physics 2013-05-08 Yaniv Edery , Alexander B. Kostinski , Satya N. Majumdar , Brian Berkowitz

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

Mesoscale and Nanoscale Physics · Physics 2014-02-26 I. A. Khovanov , N. A. Khovanova

We address memory effects and diffusive properties of a continuous-time quantum walk on a one-dimensional percolation lattice affected by spatially correlated random telegraph noise. In particular, by introducing spatially correlated…

We consider a two-dimensional weakly dissipative dynamical system with time-periodic drift and diffusion coefficients. The average of the drift is governed by a degenerate Hamiltonian whose set of critical points has an interior. The…

Probability · Mathematics 2007-05-23 Natella V. O'Bryant

A super-resolution (SR) method for the reconstruction of Navier-Stokes (NS) flows from noisy observations is presented. In the SR method, first the observation data is averaged over a coarse grid to reduce the noise at the expense of losing…

Fluid Dynamics · Physics 2024-11-11 Kyongmin Yeo , Małgorzata J. Zimoń , Mykhaylo Zayats , Sergiy Zhuk

The phenomenon of Stochastic Resonance (SR) is reported in a completely noise-free situation, with the role of thermal noise being taken by low-dimensional chaos. A one-dimensional, piecewise linear map and a pair of coupled…

chao-dyn · Physics 2009-10-31 Sitabhra Sinha

We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…

Statistical Mechanics · Physics 2007-05-23 C. Godreche , J. M. Luck

We investigate the dynamics of a generalized survival probability $S(t,R)$ defined with respect to an arbitrary reference level $R$ (rather than the average) in equilibrium step fluctuations. The exponential decay at large time scales of…

Statistical Mechanics · Physics 2007-05-23 M. Constantin , S. Das Sarma

First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not constant on the time scale of the average…

Statistical Mechanics · Physics 2018-06-13 Martin Falcke , V. Nicolai Friedhoff

Understanding the timescales associated with relaxation to equilibrium in closed quantum many-body systems is one of the central focuses in the study of their non-equilibrium dynamics. At late times, these relaxation processes exhibit…

Statistical Mechanics · Physics 2026-01-19 Kadir Çeven , Lukas Peinemann , Fabian Heidrich-Meisner

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

We study the scaling properties of long-range loop-erased random walks (LR-LERW), where the underlying random walker performs L\'evy-flight-like jumps with a power-law step-length distribution $P(\mathbf{r})\sim |\mathbf{r}|^{-(d+\sigma)}$.…

Statistical Mechanics · Physics 2026-03-31 Tianning Xiao , Xianzhi Pan , Zhijie Fan , Youjin Deng

Coherence resonance (CR) characterizes noise-induced regularity in excitable systems, yet its evaluation in quiescent biological media is often obscured by flattened energy landscapes and complex nonlinear dynamics. In this study, we…

Statistical Mechanics · Physics 2026-05-14 Yefan Wu

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

We study a simple run-and-tumble random walk whose switching frequency from run mode to tumble mode and the reverse depend on a stochastic signal. We consider a particularly sharp, step-like dependence, where the run to tumble switching…

Cell Behavior · Quantitative Biology 2019-01-09 Subrata Dev , Sakuntala Chatterjee

Among the most popular and well studied quantum characterization, verification and validation techniques is randomized benchmarking (RB), an important statistical tool used to characterize the performance of physical logic operations useful…

Quantum Physics · Physics 2017-02-01 Harrison Ball , Thomas M. Stace , Steven T. Flammia , Michael J. Biercuk

Stochastic dynamics of a quantum system driven by $N$ statistically independent random sudden quenches in a fixed time interval is studied. We reveal that with growing $N$ the system approaches a deterministic limit indicating…

Quantum Physics · Physics 2018-08-15 Marcin Łobejko , Jerzy Dajka , Jerzy Łuczka

This paper examines the implications of using the Scale-Invariant Signal-to-Distortion Ratio (SI-SDR) as both evaluation and training objective in supervised speech separation, when the training references contain noise, as is the case with…

Audio and Speech Processing · Electrical Eng. & Systems 2025-08-21 Simon Dahl Jepsen , Mads Græsbøll Christensen , Jesper Rindom Jensen

To solve the obscureness in measurement brought about from the weak ergodicity breaking appeared in anomalous diffusions we have suggested the time-averaged mean squared displacement (MSD) $\bar{\delta^2 (\tau)}_\tau$ with a integral…

Statistical Mechanics · Physics 2015-06-11 Hyun-Joo Kim