Related papers: Systems with Multiplicative Noise: Critical Behavi…
A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
The paper introduces novel methodologies for the identification of coefficients of switched autoregressive and switched autoregressive exogenous linear models. We consider cases which system's outputs are contaminated by possibly large…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
Multiplicative logarithmic corrections frequently characterize critical behaviour in statistical physics. Here, a recently proposed theory relating the exponents of such terms is extended to account for circumstances which often occur when…
Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. It is known that, for discrete-time systems, the power-law exponent decreases as the…
The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…
Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…
A new simple model exhibiting a noise-induced ordering transition (NIOT) and a noise-induced disordering transition (NIDT), in which the noise is purely multiplicative, is presented. Both transitions are found in two as well as in one…
Critical transitions in multistable systems have been discussed as models for a variety of phenomena ranging from the extinctions of species to socio-economic changes and climate transitions between ice-ages and warm-ages. From bifurcation…
The majority-vote model with noise on random graphs has been studied. Monte Carlo simulations were performed to characterize the order-disorder phase transition appearing in the system. We found that the value of the critical noise…
The most important characteristic of {\em multiplicative noise} is that its effects of system's dynamics depends on the recent system's state. Consideration of multiplicative noise on self-referential systems including biological and…
Stochastic fluid dynamics governs the long time tails of hydrodynamic correlation functions, and the critical slowing down of relaxation phenomena in the vicinity of a critical point in the phase diagram. In this work we study the role of…
Contemporary technological challenges often involve many degrees of freedom in a distributed or networked setting. Three aspects are notable: the variables are usually associated with the nodes of a graph with limited communication…
We discuss the problem how to determine the quality of a nonlinear system with respect to a measurement task. Due to amplification, filtering, quantization and internal noise sources physical measurement equipment in general exhibits a…
We derive the divergence-kernel formula for the scores of random dynamical systems, then formally pass to the continuous-time limit of SDEs. Our formula works for multiplicative noise systems over any period of time; it does not require…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
In two different phase transition models of nuclear fragmentation we show that the emission of pre-equilibrium particles and mixing of events from different classes cannot be ignored in the analysis of nuclear fragmentation data in terms of…
We study the role of multiplicative stochastic processes in the description of the dynamics of an order parameter near a critical point. We study equilibrium, as well as, out-of-equilibrium properties. By means of a functional formalism, we…
For a large class of repulsive interaction models, the Mayer cluster integrals can be transformed into a tridiagonal real symmetric matrix $R_{mn}$, whose elements converge to two constants. This allows for an effective extrapolation of the…