Related papers: Power law fluctuation generator based on analog el…
The distribution of waiting times between successive tunneling events is an already established method to characterize current fluctuations in mesoscopic systems. Here, I investigate mechanisms generating correlations between subsequent…
In this work we perform theoretical analysis about a coupled RC circuit with constant driven currents. Starting from stochastic differential equations, where voltages are subject to thermal noises, we derive time-correlation functions,…
We consider the hydrodynamic origin of anomalous current fluctuations in a family of stochastic charged cellular automata. Using ballistic macroscopic fluctuation theory, we study both typical and large fluctuations of the charge current…
We examine fluctuations of vorticity excited by an external random force in two-dimensional fluid in the presence of a strong external shear flow. The problem is motivated by the analysis of big coherent vortices appearing as a consequence…
In this brief note, we demonstrate a generalised energy equipartition theorem for a generic electrical circuit with Johnson-Nyquist (thermal) noise. From quantum mechanical considerations, the thermal modes have an energy distribution…
We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…
A time-dependent bias voltage on a tunnel junction generates a time-dependent modulation of its current fluctuations, and in particular of its variance. This translates into an excitation at frequency $\tilde{f}$ generating correlations…
A general theory of thermal magnetic fluctuations near conductive materials is developed; such fluctuations are the magnetic analog of Johnson noise. For realistic experiments in quantum computing and magnetic resonance force microscopy,…
In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…
The auto-correlation function and the frequency power spectral density due to a super-position of uncorrelated exponential pulses are considered. These are shown to be independent of the degree of pulse overlap and thereby the intermittency…
[Takayasu et al., Phys. Rev.Lett. 79, 966 (1997)] revisited the question of stochastic processes with multiplicative noise, which have been studied in several different contexts over the past decades. We focus on the regime, found for a…
We propose a new mechanism for generating power laws. Starting from a random walk, we first outline a simple derivation of the Fokker-Planck equation. By analogy, starting from a certain Markov chain, we derive a master equation for power…
Though electrical noise and conduction current are assigned to corpuscle-like electrons drifting in solid matter, this model hardly fits in the Fluctuation-Dissipation framework. However, fluctuations of energy due to displacements of…
A study on the behavior of off-site AC power failure recovery times at three nuclear plant sites is presented. It is shown, that power law is appropriate for the representation of failure frequency-duration correlation function of off-site…
Overdamped stochastic systems maintained far from equilibrium can display sustained oscillations with fluctuations that decrease with the system size. The correlation time of such noisy limit cycles expressed in units of the cycle period is…
The grand potential $\Omega$ and the response $R = - \partial \Omega /\partial x$ of a phase-coherent confined noninteracting electron gas depend sensitively on chemical potential $\mu$ or external parameter $x$. We compute their…
Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For…
We calculate the fluctuating voltage V(t) over a conductor driven out of equilibrium by a current source. This is the dual of the shot noise problem of current fluctuations I(t) in a voltage-biased circuit. In the single-channel case the…
We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…