Related papers: Randomly Amplified Discrete Langevin Systems
The Random Phase and Amplitude Formalism (RPA) has significantly extended the scope of weak turbulence studies. Because RPA does not assume any proximity to the Gaussianity in the wavenumber space, it can predict, for example, how the…
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
We provide evidence that for some values of the parameters a simple agent based model, describing herding behavior, yields signals with 1/f power spectral density. We derive a non-linear stochastic differential equation for the ratio of…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…
We analyze the posterior contraction rates of parameters in Bayesian models via the Langevin diffusion process, in particular by controlling moments of the stochastic process and taking limits. Analogous to the non-asymptotic analysis of…
The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…
This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…
In spatially distributed cellular systems, it is often convenient to represent complicated auxiliary pathways and spatial transport by time-delayed reaction rates. Furthermore, many of the reactants appear in low numbers necessitating a…
Loss and decoherence are a major problem in the transmission of non-classical states of light over large distances. It was recently shown that the effects of decoherence can be reduced by applying a probabilistic noiseless attenuator before…
Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…
The analysis of pulsar timing data, especially in pulsar timing array (PTA) projects, has encountered practical difficulties: evaluating the likelihood and/or correlation-based statistics can become prohibitively computationally expensive…
We are interested in stochastic processes satisfying a nonlinear recurrence relation of the form $$X_{n + k} = \Phi_0 (X_n, ..., X_{n + k - 1}) + \Theta_n$$ where $\Theta$ is a noise term. We establish the existence of an invariant measure…
Speech enhancement is a critical component of many user-oriented audio applications, yet current systems still suffer from distorted and unnatural outputs. While generative models have shown strong potential in speech synthesis, they are…
Randomness amplification is the task of transforming a source of somewhat random bits into a source of fully random bits. Although it is impossible to amplify randomness from a single source by classical means, the situation is different…
In this paper, we are concerned with the stochastic process \begin{equation} \beta_{n}(q_{t},t)=\beta_{n}(t)=\frac{1}{\sqrt{n}}\sum_{j=1}^{n}\left\{G_{t,n}(Y(t))-G_{t}(Y_{j}(t))\right\} q_{t}(Y_{j}(t)), \tag{A} \end{equation} where for…
This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of…
Speeding up the dynamics of a quantum system is of paramount importance for quantum technologies. However, in finite dimensions and without full knowledge of the details of the system, it is easily shown to be impossible. In contrast we…
Consider a binary string $x$ of length $n$ whose Kolmogorov complexity is $\alpha n$ for some $\alpha<1$. We want to increase the complexity of $x$ by changing a small fraction of bits in $x$. This is always possible: Buhrman, Fortnow,…