Related papers: Spatial and Temporal white noises under sublinear …
We discuss the detection of gravitational-wave backgrounds in the context of Bayesian inference and suggest a practical definition of what it means for a signal to be considered stochastic---namely, that the Bayesian evidence favors a…
Noise is ubiquitous in pulsar signals where red noise has been attributed to effects arising from the interstellar medium, spin noise, and pulsar mode changes, among others. The red noise, however, has not been detected in all pulsars.…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…
Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of…
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…
In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The first edition of this book was published by Springer in…
We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and…
We consider the impact of additive Gaussian white noise on a supercritical pitchfork bifurcation in an unbounded domain. As an example we focus on the stochastic Swift-Hohenberg equation with polynomial nonlinearity. Here we identify the…
Data from the LIGO detectors typically contain many non-Gaussian noise transients which arise due to instrumental and environmental conditions. These non-Gaussian transients can be an issue for the modelled and unmodelled transient…
We study the stochastic cubic nonlinear Schr\"odinger equation (SNLS) with an additive noise on the one-dimensional torus. In particular, we prove local well-posedness of the (renormalized) SNLS when the noise is almost space-time white…
We study the effects of time and space correlations of an external additive colored noise on the steady-state behavior of a Time-Dependent Ginzburg-Landau model. Simulations show the existence of nonequilibrium phase transitions controlled…
We identify a fundamental pathology in the likelihood for time delay inference which challenges standard inference methods. By analysing the likelihood for time delay inference with Gaussian process light curve models, we show that it…
Random fields in nature often have, to a good approximation, Gaussian characteristics. For such fields, the relative densities of umbilical points -- topological defects which can be classified into three types -- have certain fixed values.…
In this paper, we introduce a non-commutative space of stochastic distributions, which contains the non-commutative white noise space, and forms, together with a natural multiplication, a topological algebra. A special inequality which…
In order to extract information about the properties of compact binaries, we must estimate the noise power spectral density of gravitational-wave data, which depends on the properties of the gravitational-wave detector. In practice, it is…
Detecting stochastic background radiation of cosmological origin is an exciting possibility for current and future gravitational-wave (GW) detectors. However, distinguishing it from other stochastic processes, such as instrumental noise and…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…
Analyzing the records of Advanced LIGO and Virgo gravitational observatories, we found a permanent time-domain asymmetry inherent only to the signals of their gravitational detectors. Experiments with different periodic signals, Gaussian…
It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities are sufficiently smooth and uniformly bounded away from zero. We show that a uniform…
As an unusual type of anomalous diffusion behavior, the (transient) superballistic transport has been experimentally observed recently but it is not well understood yet. In this paper, we investigate the white noise effect (in Markov…