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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…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

In a simple system with periodic symmetric potential, the phase model under effect of strong multiplicative noise or periodic square wave, we found a giant response, in the form of directed flux, to an ultrasmall dc signal. The resulting…

Statistical Mechanics · Physics 2009-11-07 Saul L. Ginzburg , Mark A. Pustovoit

We show that intermittency of noiselike emission, after propagation through a scattering medium, affects the distribution of noise in the observed correlation function. Intermittency also affects correlation of noise among channels of the…

Astrophysics of Galaxies · Physics 2015-05-27 Carl R. Gwinn , Michael D. Johnson

The problem of detecting correlations from samples of a high-dimensional Gaussian vector has recently received a lot of attention. In most existing work, detection procedures are provided with a full sample. However, following common wisdom…

Statistics Theory · Mathematics 2014-10-24 Rui M. Castro , Gabor Lugosi , Pierre-André Savalle

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

The standard multidetector F-statistic for continuous gravitational waves is susceptible to false alarms from instrumental artifacts, for example monochromatic sinusoidal disturbances ('lines'). This vulnerability to line artifacts arises…

General Relativity and Quantum Cosmology · Physics 2015-01-19 David Keitel , Reinhard Prix , Maria Alessandra Papa , Paola Leaci , Maham Siddiqi

This paper is centered around the approximation of dynamical systems by means of Gaussian processes. To this end, trajectories of such systems must be collected to be used as training data. The measurements of these trajectories are…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

In this letter, we analyse the properties of a maximum likelihood channel estimator based on the syndrome of a linear code. For the two examples of a binary symmetric channel and a binary input additive white Gaussian noise channel, we…

Information Theory · Computer Science 2013-12-12 Gottfried Lechner , Christoph Pacher

We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and…

Statistical Mechanics · Physics 2009-10-31 Aldo H. Romero , Jose M. Sancho

A lattice decoder which represents messages explicitly as a mixture of Gaussians functions is given. In order to prevent the number of functions in a mixture from growing as the decoder iterations progress, a method for replacing N Gaussian…

Information Theory · Computer Science 2008-02-06 Brian M. Kurkoski , Justin Dauwels

Communication is compositional if complex signals can be represented as a combination of simpler subparts. In this paper, we theoretically show that inductive biases on both the training framework and the data are needed to develop a…

Machine Learning · Computer Science 2024-04-04 Łukasz Kuciński , Tomasz Korbak , Paweł Kołodziej , Piotr Miłoś

Additive asynchronous and cyclostationary impulsive noise limits communication performance in OFDM powerline communication (PLC) systems. Conventional OFDM receivers assume additive white Gaussian noise and hence experience degradation in…

Machine Learning · Statistics 2016-11-18 Jing Lin , Marcel Nassar , Brian L. Evans

We extend previous results on covert communication over the additive white Gaussian noise channel to two other types of additive noise channels. The first is the Gaussian channel with memory, where the noise sequence is a Gaussian vector…

Information Theory · Computer Science 2023-03-22 Cécile Bouette , Laura Luzzi , Ligong Wang

We prove an exact relationship between the optimal denoising function and the data distribution in the case of additive Gaussian noise, showing that denoising implicitly models the structure of data allowing it to be exploited in the…

Neural and Evolutionary Computing · Computer Science 2017-09-11 Heikki Arponen , Matti Herranen , Harri Valpola

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

The paper provides a characterization of the complex monopulse ratio in terms of autocorrelation and power spectral density of its fluctuations during satellite tracking, taking into account the presence of additive noise on sum and…

Signal Processing · Electrical Eng. & Systems 2025-05-20 Marco Lanucara

Robust and sparse estimation of linear regression coefficients is investigated. The situation addressed by the present paper is that covariates and noises are sampled from heavy-tailed distributions, and the covariates and noises are…

Machine Learning · Statistics 2022-10-11 Takeyuki Sasai

The capacity of multiple-input multiple-output additive white Gaussian noise channels is investigated under peak amplitude constraints on the norm of the input vector. New insights on the capacity-achieving input distribution are presented.…

Information Theory · Computer Science 2021-05-06 Antonino Favano , Marco Ferrari , Maurizio Magarini , Luca Barletta

A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of the least squares estimator for the regression parameter are…

Probability · Mathematics 2018-06-12 Alexander V. Ivanov , Igor V. Orlovskyi