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Related papers: Stochastic problems in pulsar timing

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We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…

Probability · Mathematics 2021-05-12 Cheuk Yin Lee

Pulsar Timing Arrays (PTA) around the world are using the incredible consistency of millisecond pulsars to measure low frequency gravitational waves from (super)Massive Black Hole (MBH) binaries. We use comprehensive MBH merger models based…

High Energy Astrophysical Phenomena · Physics 2017-09-06 Luke Zoltan Kelley , Laura Blecha , Lars Hernquist , Alberto Sesana , Stephen R. Taylor

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…

Adaptation and Self-Organizing Systems · Physics 2019-05-31 Michele Bonnin , Fabio Traversa , Fabrizio Bonani

Pulsar-timing datasets have been analyzed with great success using probabilistic treatments based on Gaussian distributions, with applications ranging from studies of neutron-star structure to tests of general relativity and searches for…

Instrumentation and Methods for Astrophysics · Physics 2017-02-01 Michele Vallisneri , Rutger van Haasteren

In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…

Condensed Matter · Physics 2007-05-23 J. Bonet Avalos , I. Pagonabarraga

The Langevin system subjected to non-Gaussian noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable…

Statistical Mechanics · Physics 2009-11-13 Hideo Hasegawa

The recent astronomical milestone by the pulsar timing arrays (PTA) has revealed galactic-size gravitational waves (GW) in the form of a stochastic gravitational wave background (SGWB), correlating the radio pulses emitted by millisecond…

General Relativity and Quantum Cosmology · Physics 2024-11-08 Reginald Christian Bernardo , Kin-Wang Ng

The following results of dissertation are submitted for defense: 1. Precise measurements of coordinates and proper motion of the pulsar PSR 0329+54 using the VLBI method. 2. Establishing of the reason for the discrepancy between the…

Instrumentation and Methods for Astrophysics · Physics 2024-01-25 Alexander Evgenievich Rodin

The detection of the Stochastic Gravitational Wave Background (SGWB) is one of the most challenging tasks for both current and next-generation detectors. Successfully distinguishing the SGWB from instrumental noise and environmental effects…

Instrumentation and Methods for Astrophysics · Physics 2025-07-22 Ilaria Caporali , Angelo Ricciardone

We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…

Statistical Mechanics · Physics 2022-12-29 Hugo Touchette

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

We present a stochastic theory of linewidths for magnetization oscillations in spin-valve structures driven by spin-polarized currents. Starting from a nonlinear oscillator model derived from spin-wave theory, we derive Langevin equations…

Materials Science · Physics 2009-11-11 Joo-Von Kim

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

Probability · Mathematics 2009-02-12 M. Hairer

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…

Statistical Mechanics · Physics 2009-05-06 Bartlomiej Dybiec , Ewa Gudowska-Nowak

Statistical anisotropy in the nanohertz-frequency gravitational-wave background (GWB) is expected to be detected by pulsar timing arrays (PTAs) in the near future. By developing a frequentist statistical framework that intrinsically…

High Energy Astrophysical Phenomena · Physics 2022-12-14 Nihan Pol , Stephen R. Taylor , Joseph D. Romano

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

Data Analysis, Statistics and Probability · Physics 2026-03-03 Martin Heßler , Oliver Kamps