Related papers: Spectral densities describing off-white noises
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities are sufficiently smooth and uniformly bounded away from zero. We show that a uniform…
Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…
It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities have H\"older smoothness larger than $1/2$ and are uniformly bounded away from zero. We…
A bifurcating system subject to multiplicative noise can display on-off intermittency. Using a canonical example, we investigate the extreme sensitivity of the intermittent behavior to the nature of the noise. Through a perturbative…
Spectral densities encode the relevant information characterising the system-environment interaction in an open-quantum system problem. Such information is key to determining the system's dynamics. In this work, we leverage the potential of…
This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known…
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…
The object of observation in present paper is statistical independence of real sequences and its description as independence with re spect to certain class of densities.
We propose a high-dimensional white noise test that captures serial correlations within and across component series without specifying an alternative model. The test statistic is a U-statistic based on sample autocovariances. Under the…
A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…
We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…
This paper explores conditions of existence of different types of consistent tests. New links of these types of consistency are also established. The existence of discernible (strong consistent) tests follows from the existence of pointwise…
An equation for the evolution of the energy of a dynamical system (Keldysh model with one degree of freedom), which contains a white noise source, is constructed. It is shown that self-oscillations (flutter) are suppressed if the intensity…
In this paper, we construct invariant measures for the Ostrovsky equation associated with the norm $L^2$. On the other hand, we prove the local well- posedness in the besov space $\hat{b}^s_{p,\infty}$ for $sp >-1$.
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…
The intensity noise spectrum of the light passed through an optical microcavity is calculated with allowance for thermal fluctuations of its thickness. The spectrum thus obtained reveals a peak at the frequency of acoustic mode localized…
Quintessence, a time-varying energy component that may account for the accelerated expansion of the universe, can be characterized by its equation of state and sound speed. In this paper, we show that if the quintessence density is at least…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow…