Related papers: A functional limit theorem for general shot noise …
In this paper, we propose a stochastic process, which is a Cox-Ingersoll-Ross process with Hawkes jumps. It can be seen as a generalization of the classical Cox-Ingersoll-Ross process and the classical Hawkes process with exponential…
We consider a Cox process with Poisson shot noise intensity which has been widely applied in insurance, finance, queue theory, statistic, and many other fields. Cox process is flexible because its intensity depends on not only the time but…
Let $(X_k,\xi_k)_{k\in \mathbb {N}}$ be a sequence of independent copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. The random process with…
In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…
We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…
This paper is devoted to study of the classical-to-quantum crossover of the shot noise value in chaotic systems. This crossover is determined by the ratio of the particle dwell time in the system, $\tau_d$, to the characteristic time for…
We present a method to determine the shot noise in quantum systems from knowledge of their time evolution - the latter being obtained using numerical simulation techniques. While our ultimate goal is the study of interacting systems, the…
We investigate the amount of noise required to turn a universal quantum gate set into one that can be efficiently modelled classically. This question is useful for providing upper bounds on fault tolerant thresholds, and for understanding…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…
We develop a system for measurements of power spectra of transmitted light intensity fluctuations, in which the extraneous noise, including shot noise, is reduced. In essence, we just apply light, measure the power of the transmitted light…
Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…
We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…
Donsker-type functional limit theorems are proved for empirical processes arising from discretely sampled increments of a univariate L\'evy process. In the asymptotic regime the sampling frequencies increase to infinity and the limiting…
We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range…
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…
We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…
We theoretically calculate the fundamental noise that is present in gaseous (dilute fluid) flow in channels in the classical and degenerate quantum regime, where the Fermi-Dirac and Bose- Einstein distribution must be considered. Results…
In this paper, we obtain some uniform laws of large numbers and functional central limit theorems for sequential empirical measure processes indexed by classes of product functions satisfying appropriate Vapnik-Chervonenkis properties.
We formulate a theory for shot noise in quantum nanoelectromechanical systems. As a specific example, the theory is applied to a quantum shuttle, and the zero-frequency noise, measured by the Fano factor F, is computed. F reaches very low…