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Related papers: Bargmann-Fock percolation is noise sensitive

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Barkhausen current noise is used to probe the slow field-driven conversion of the glassy relaxor ferroelectric state to an ordered ferroelectric (FE) state. The frequent presence of distinct micron-scale Barkhausen events well before the…

Materials Science · Physics 2017-04-26 Xinyang Zhang , Corbyn Mellinger , Eugene V. Colla , M. B. Weissman , D. D. Viehland

When stock prices are observed at high frequencies, more information can be utilized in estimation of parameters of the price process. However, high-frequency data are contaminated by the market microstructure noise which causes significant…

Statistical Finance · Quantitative Finance 2025-10-21 Vladimír Holý , Petra Tomanová

We review key experimental and theoretical results on the Barkhausen effect, focusing on the statistical analysis of the noise. We discuss the experimental methods and the material used and review recent measurements. The picture emerging…

Materials Science · Physics 2009-09-29 Gianfranco Durin , Stefano Zapperi

We prove that the Poisson Boolean model, also known as the Gilbert disc model, is noise sensitive at criticality. This is the first such result for a Continuum Percolation model, and the first for which the critical probability p_c \ne 1/2.…

Probability · Mathematics 2015-07-07 Daniel Ahlberg , Erik Broman , Simon Griffiths , Robert Morris

We consider a quantum two-level system perturbed by classical noise. The noise is implemented as a stationary diffusion process in the off-diagonal matrix elements of the Hamiltonian, representing a transverse magnetic field. We determine…

Probability · Mathematics 2008-12-18 Jean-Philippe Aguilar , Nils Berglund

Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…

Statistics Theory · Mathematics 2014-01-23 Jugalkishore K. Banoth , Pradip Sircar

This article aims to investigate the impact of noise on parameter fitting for an Ornstein-Uhlenbeck process, focusing on the effects of multiplicative and thermal noise on the accuracy of signal separation. To address these issues, we…

Machine Learning · Statistics 2024-07-11 Simon Carter , Lilianne Mujica-Parodi , Helmut H. Strey

We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…

Statistical Mechanics · Physics 2009-11-10 Kirone Mallick , Philippe Marcq

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

Answering questions of Itai Benjamini, we show that the event of complete occupation in 2-neighbour bootstrap percolation on the d-dimensional box [n]^d, for d\geq 2, at its critical initial density p_c(n), is noise sensitive, while in…

Probability · Mathematics 2015-09-29 Zsolt Bartha , Gábor Pete

We give the first non-trivial upper bounds on the average sensitivity and noise sensitivity of polynomial threshold functions. More specifically, for a Boolean function f on n variables equal to the sign of a real, multivariate polynomial…

Computational Complexity · Computer Science 2014-03-28 Prahladh Harsha , Adam Klivans , Raghu Meka

We give the first non-trivial upper bounds on the average sensitivity and noise sensitivity of degree-$d$ polynomial threshold functions (PTFs). These bounds hold both for PTFs over the Boolean hypercube and for PTFs over $\R^n$ under the…

Computational Complexity · Computer Science 2009-10-19 Ilias Diakonikolas , Prasad Raghavendra , Rocco A. Servedio , Li-Yang Tan

This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…

Statistical Mechanics · Physics 2017-11-30 Chai Hok Eab , S. C. Lim

Simulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for $1/f$ noise in solid-state quantum information…

Quantum Physics · Physics 2025-02-19 Tameem Albash , Steve Young , N. Tobias Jacobson

We consider entanglement-assisted frequency estimation by Ramsey interferometry, in the presence of dephasing noise from spatiotemporally correlated environments.By working in the widely employed local estimation regime, we show that even…

Quantum Physics · Physics 2023-09-20 Francisco Riberi , Gerardo Paz-Silva , Lorenza Viola

We characterize throughout the spectral range of an optical trap the nature of the noise at play and the ergodic properties of the corresponding Brownian motion of an overdamped trapped single microsphere, comparing experimental, analytical…

Statistical Mechanics · Physics 2021-03-24 Rémi Goerlich , Minghao Li , Samuel Albert , Giovanni Manfredi , Paul-Antoine Hervieux , Cyriaque Genet

In this paper, we prove that Bernoulli percolation on bounded degree graphs with isoperimetric dimension $d>4$ undergoes a non-trivial phase transition (in the sense that $p_c<1$). As a corollary, we obtain that the critical point of…

Probability · Mathematics 2020-12-23 Hugo Duminil-Copin , Subhajit Goswami , Aran Raoufi , Franco Severo , Ariel Yadin

Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise processes and prove their weak convergence to L\'evy-driven…

Probability · Mathematics 2021-02-24 Massimiliano Tamborrino , Petr Lansky

The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…

Probability · Mathematics 2025-02-13 Gerardo Barrera , Michael A. Högele , Pauliina Ilmonen , Lauri Viitasaari

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi