Related papers: Spatial and Temporal white noises under sublinear …
Gravitational wave (GW) detection with pulsar timing arrays (PTAs) requires accurate noise characterization. The noise of our Galactic-scale GW detector has been systematically evaluated by the Noise Budget and Interstellar Medium…
We explore the joint effect of the intrinsic noise and time delay on the spatial pattern formation within a multi-scale mobile lattice model of the epithelium. The protein fluctuations are driven by transcription/translation processes in…
We study the parabolic defocusing stochastic quantization equation with both mutliplicative spatial white noise and an independant space-time white noise forcing, on compact surfaces, with polynomial nonlinearity. After renormalizing the…
Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…
For the problem of nonparametric detection of signal in Gaussian white noise we point out strong asymptotically minimax tests. The sets of alternatives are a ball in Besov space $B^r_{2\infty}$ with "small" balls in $L_2$ removed.
The effect of time-correlated zero-mean Gaussian noise on chaotic synchronization is analyzed experimentally in small-size arrays of Chua's circuits. Depending on the correlation time, an improvement of the synchronization is found for…
In this note we discuss uniform integrability of random variables. In a probability space, we introduce two new notions on uniform integrability of random variables, and prove that they are equivalent to the classic one. In a sublinear…
Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…
We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel--Riesz capacity,…
We describe a new type of gravitational singularities which are caustics of spatial-temporal foliations. An example of gravitational wave solution forming a singularity with caustics is given.
Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…
The influence that intrinsic local density fluctuations can have on solutions of mean-field reaction-diffusion models is investigated numerically by means of the spatial patterns arising from two species that react and diffuse in the…
Gaussian random fields with Mat\'ern covariance functions are popular models in spatial statistics and machine learning. In this work, we develop a spatio-temporal extension of the Gaussian Mat\'ern fields formulated as solutions to a…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
The usual interpretation of noise is represented by a sum of many independent two-level elementary random signals with a distribution of relaxation times. In this paper it is demonstrated that also the superposition of many similar…
We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow…
The existence of martingale solutions for stochastic porous media equations driven by nonlinear multiplicative space-time white noise is established in spatial dimension one. The Stroock-Varopoulos inequality is identified as a key tool in…
The characteristic size for spatial structure, that emerges when the bifurcation parameter in model partial differential equations is slowly increased through its critical value, depends logarithmically on the size of added noise. Numerics…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
In this paper we consider the generation of discrete white noise. Despite this seems to be a simple problem, common noise generator implementations do not deliver comparable results at different sampling rates. First we define what we mean…