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Related papers: A Study of the Allan Variance for Constant-Mean No…

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Allan variance (AVAR) was first introduced more than 40 years ago as a estimator of the stability of frequency standards, and now it is actively used for investigations of time series in astronomy, geodesy and geodynamics. This method…

Geophysics · Physics 2011-05-20 Z. M. Malkin

The use of Allan variance to characterize the stability of optical signals affected by stochastic polarization fluctuations and the identification of the underlying power law noise processes is explored. Allan variance can ease the…

Optics · Physics 2023-03-28 Borja Vidal

The Allan variance (AVAR) was introduced 50 years ago as a statistical tool for assessing of the frequency standards deviations. For the past decades, AVAR has increasingly being used in geodesy and astrometry to assess the noise…

Instrumentation and Methods for Astrophysics · Physics 2026-04-22 Zinovy Malkin

The Allan variance was introduced fifty years ago for analyzing the stability of frequency standards. Beside its metrological interest, it is also an estimator of the large trends of the power spectral density (PSD) of frequency deviation.…

Data Analysis, Statistics and Probability · Physics 2015-06-04 Olivier Cavalié , François Vernotte

In this work, time series analysis techniques are used to analyze sequential, equispaced mass measurements of a Si density artifact, collected from an electromechanical transducer. Specifically, techniques such as Power Spectral Density,…

Data Analysis, Statistics and Probability · Physics 2012-03-01 Dimitra Georgakaki , Chris Mitsas , Hariton Polatoglou

One limitation on the performance of optical traps is the noise inherently present in every setup. Therefore, it is the desire of most experimentalists to minimize and possibly eliminate noise from their optical trapping experiments. A step…

Data Analysis, Statistics and Probability · Physics 2009-09-01 Fabian Czerwinski , Andrew C. Richardson , Christine Selhuber-Unkel , Lene B. Oddershede

Stability tests based on the Allan variance method have become a standard procedure for the evaluation of the quality of radio-astronomical instrumentation. They are very simple and simulate the situation when detecting weak signals buried…

Astrophysics · Physics 2009-11-06 R. Schieder , C. Kramer

The Allan variance is a standard technique to characterise the stability of spectroscopic instruments used in astronomical observations. The period for switching between source and reference measurement is often derived from the Allan…

Astrophysics · Physics 2009-11-13 Volker Ossenkopf

The power spectral density in Fourier frequency domain, and the different variants of the Allan deviation (ADEV) in dependence on the averaging time are well established tools to analyse the fluctuation properties and frequency instability…

Data Analysis, Statistics and Probability · Physics 2015-07-21 Erik Benkler , Christian Lisdat , Uwe Sterr

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

Probability · Mathematics 2018-01-08 Serdar Yüksel

I highlight that there is a substantial number of papers (at least 11 published since 2024) which all refer to a specific type of plot as an "Allan variance" plot, when in fact they seem to be plotting the standard deviation of the…

Instrumentation and Methods for Astrophysics · Physics 2025-06-23 David Kipping

Oscillator fluctuations are described as the phase or frequency noise spectrum, or in terms of a wavelet variance as a function of the measurement time. The spectrum is generally approximated by the `power law,' i.e., a Laurent polynomial…

Data Analysis, Statistics and Probability · Physics 2022-01-21 François Vernotte , Siyuan Chen , Enrico Rubiola

We analyze the Allan Variance estimator as the combination of Discrete-Time linear filters. We apply this analysis to the different variants of the Allan variance: the Overlapping Allan Variance, the Modified Allan variance, the Hadamard…

Data Analysis, Statistics and Probability · Physics 2011-10-31 Alaa Makdissi , François Vernotte , Emeric De Clercq

Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For…

Data Analysis, Statistics and Probability · Physics 2013-05-20 Benjamin Lenoir

Allan variance has been widely utilized in evaluating the stability of the time series generated by atomic clocks and lasers, in time regimes ranging from short to extremely long. This multi-scale examination capability of the Allan…

Optical fiber links are known as the most performing tools to transfer ultrastable frequency reference signals. However, these signals are affected by phase noise up to bandwidths of several kilohertz and a careful data processing strategy…

Instrumentation and Detectors · Physics 2015-12-15 Claudio E. Calosso , Cecilia Clivati , Salvatore Micalizio

We report a quantitative evaluation of weak-value amplification (WVA) for longitudinal phase measurements using Allan variance analysis. Building on a recent double-slit interferometry experiment with real weak values [Phys. Rev. Lett. 134,…

Quantum Physics · Physics 2026-03-25 Jing-Hui Huang , Xiang-Yun Hu

The Allan variance of signal and reference frequencies is measured by a least-squares fit of the output of two analog-to-digital converters (ADC's) to ideal sine waves. The difference in the fit phase of the two channels generates the…

Instrumentation and Detectors · Physics 2018-03-14 Ralph G. DeVoe

For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple…

Probability · Mathematics 2009-09-01 Wei Biao Wu

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the…

Statistics Theory · Mathematics 2025-06-23 Omar Al-Ghattas , Daniel Sanz-Alonso
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