Related papers: Simple model for 1/f noise

We investigate consecutive absorption or emission of photons of the quantum mechanical harmonic oscillator as a possible source of 1/f fluctuations. Separating the absorption and emission process, we show that consecutively absorbed or…

We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…

A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…

Finding the first time a fluctuating quantity reaches a given boundary is a deceptively simple-looking problem of vast practical importance in physics, biology, chemistry, neuroscience, economics and industry. Problems in which the bound to…

Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…

We examine the effects of stochastic input currents on the firing behavior of two excitable neurons coupled with fast excitatory synapses. In such cells (models), typified by the quadratic integrate and fire model, mutual synaptic coupling…

Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…

We study the power spectral density of continuous time Markov chains and explicit its relationship with the eigenstructure of the infinitesimal generator. This result helps us understand the dynamics of the number of customers for a M/M/1…

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…

Stochastic resonance is a phenomenon in which noise enhances the response of a system to an input signal. The brain is an example of a system that has to detect and transmit signals in a noisy environment, suggesting that it is a good…

We study the phenomenon of nonlinear stochastic resonance (SR) in a complex noisy system formed by a finite number of interacting subunits driven by rectangular pulsed time periodic forces. We find that very large SR gains are obtained for…

Understanding the mechanisms governing population extinctions is of key importance to many problems in ecology and evolution. Stochastic factors are known to play a central role in extinction, but the interactions between a population's…

We analyse the stochastic properties of the 49 pulsars that comprise the first International Pulsar Timing Array (IPTA) data release. We use Bayesian methodology, performing model selection to determine the optimal description of the…

We consider a threshold-crossing spiking process as a simple model for the activity within a population of neurons. Assuming that these neurons are driven by a common fluctuating input with Gaussian statistics, we evaluate the…

When the rate of shot noise is controlled by on-off states we speak of intermittent shot noise. The on-off states lead to alternately occurring clusters of events and intermissions, respectively. We derive the power spectrum of the…

We consider a directed abelian sandpile on a strip of size $2\times n$, driven by adding a grain randomly at the left boundary after every $T$ time-steps. We establish the exact equivalence of the problem of mass fluctuations in the steady…

We study non-locally coupled noisy integrate-and-fire neurons with the Fokker-Planck equation. A propagating pulse state and a wavy state appear as a phase transition from an asynchronous state. We also find a solution in which traveling…

Using the idealized integrable Maxwell-Bloch model, we describe random optical-pulse polarization switching along an active optical medium in the Lambda-configuration with disordered occupation numbers of its lower energy sub-level pair.…