Related papers: A combinatorial view of stochastic processes: Whit…
We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…
This article proposes a new approach to modeling high-dimensional time series by treating a $p$-dimensional time series as a nonsingular linear transformation of certain common factors and idiosyncratic components. Unlike the approximate…
This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…
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…
Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…
We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient conditions for the existence of a white noise representation for a…
We propose a novel automatic parameter selection strategy for variational imaging problems under Poisson noise corruption. The selection of a suitable regularization parameter, whose value is crucial in order to achieve high quality…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
Instead of a continuous system driven by Gaussian white noise, logical stochastic resonance will be investigated in a nonlinear bistable system with two thresholds driven by dichotomous noise, which shows a phenomenon different from…
We study the distribution over measurement outcomes of noisy random quantum circuits in the low-fidelity regime. We show that, for local noise that is sufficiently weak and unital, correlations (measured by the linear cross-entropy…
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…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
This paper studies problems of inferring order given noisy information. In these problems there is an unknown order (permutation) $\pi$ on $n$ elements denoted by $1,...,n$. We assume that information is generated in a way correlated with…
Stochastic inflation is widely used as a framework to study scalar field perturbations on an inflationary spacetime in a classical manner. In Starobinsky's seminal work and most of the subsequent literature, stochastic inflation is driven…
We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
We study associative memory based on temporal coding in which successful retrieval is realized as an entrainment in a network of simple phase oscillators with distributed natural frequencies under the influence of white noise. The memory…
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…
We consider the statistical experiment of functional linear regression (FLR). Furthermore, we introduce a white noise model where one observes an Ito process, which contains the covariance operator of the corresponding FLR model in its…
This paper deals with model order selection in context of correlated noise. More precisely, one considers sources embedded in an additive Complex Elliptically Symmetric (CES) noise, with unknown parameters. The main difficultly for…