Related papers: Power law fluctuation generator based on analog el…
We constructed an analog electrical circuit which generates fluctuations in which probability density function has power law tails. In the circuit fluctuations with an arbitrary exponent of the power law can be obtained by adjusting the…
An interesting analog circuit for simulating a signal with fluctuations having a probability density function with a power tail has recently been proposed and constructed. The exponent of the power law can be fixed by tuning an appropriate…
We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…
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…
Using recent fluctuation theorems from nonequilibrium statistical mechanics, we extend the theory for voltage fluctuations in electric circuits to power and heat fluctuations. They could be of particular relevance for the functioning of…
We study the statistics of the amplitude of the synchronization error in chaotic electronic circuits coupled through linear feedback. Depending on the coupling strength, our system exhibits three qualitatively different regimes of…
We study large fluctuations of the current in a Dyson gas, a 1D system of particles interacting through a logarithmic potential and subjected to random noise. We adapt the macroscopic fluctuation theory to the Dyson gas and derive two…
Fluctuations of the electromagnetic field produced by quantized matter in external electric field are investigated. A general expression for the power spectrum of fluctuations is derived within the long-range expansion. It is found that in…
We establish a fluctuation-correlation theorem by relating the quantum fluctuations in the generator of the parameter change to the time integral of the quantum correlation function between the projection operator and force operator of the…
We report the statistical properties of the fluctuations of the energy flux in an electronic RC circuit driven with a stochastic voltage. The fluctuations of the power injected in the circuit are measured as a function of the damping rate…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…
The power spectrum of quantum fluctuations of the electromagnetic field produced by an elementary particle is determined. It is found that in a wide range of practically important frequencies the power spectrum of fluctuations exhibits an…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
A method for simulating power law noise in clocks and oscillators is presented based on modification of the spectrum of white phase noise, then Fourier transforming to the time domain. Symmetric real matrices are introduced whose…
By analogy with linear-response we formulate the duality and reciprocity properties of current and voltage fluctuations expressed by Nyquist relations including the intrinsic bandwidths of the respective fluctuations. For this purpose we…
We propose an artificial market model based on deterministic agents. The agents modify their ask/bid price depending on past price changes. The temporal development of market price fluctuations is calculated numerically. A probability…
We theoretically investigate the phase and voltage correlation dynamics, which includes both the deterministic contribution and stochastic fluctuations, under a current noise generated by a resistor including thermal and quantum…
Switching of the direction of flagella rotations is the key control mechanism governing the chemotactic activity of E. coli and many other bacteria. Power-law distributions of switching times are most peculiar because their emergence cannot…
We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…
Self-propelled particles display unique collective phenomena, due to the intrinsic coupling of density and polarity. For instance, the giant number fluctuation appears in the orientationally ordered state, and the motility-induced phase…