Related papers: Spectral densities describing off-white noises
We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam's deficiency Delta-distance, to two Gaussian experiments…
We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and…
Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
Linear functions of many independent random variables lead to classical noises (white, Poisson, and their combinations) in the scaling limit. Some singular stochastic flows and some models of oriented percolation involve very nonlinear…
We investigate a problem of the necessary and sufficient conditions for appearance of the 1/f fluctuations in the simple systems affected by the external random perturbations, i.e. the power spectral density of the flux of particles moving…
A continuous-time nonlinear regression model with L\'evy-driven linear noise process is considered. Sufficient conditions of consistency and asymptotic normality of the Whittle estimator for the parameter of the noise spectral density are…
The current noise in a classical one-dimensional charge density wave system is studied in the weak pinning regime by solving the overdamped equation of motion numerically. At low temperatures and just above the zero temperature depinning…
In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of…
The noise spectra associated with correlations of the current through a single level quantum dot, and with the charge fluctuations on the dot, are calculated for a finite bias voltage. The results turn out to be sensitive to the asymmetry…
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian…
The aim of this paper is to present an extension of the well-known as-ymptotic equivalence between density estimation experiments and a Gaussian white noise model. Our extension consists in enlarging the nonparametric class of the…
The paper proposes an efficient, robust, and reconfigurable technique to suppress various types of noises for any sampling rate. The theoretical analyses, subjective and objective test results show that the proposed noise suppression (NS)…
We describe a general strategy for the verification of variational source condition by formulating two sufficient criteria describing the smoothness of the solution and the degree of ill-posedness of the forward operator in terms of a…
The measurements of very low level signals at low frequency is a very difficult problem, because environmental noise increases in this frequency domain and it is very difficult to filter it efficiently. In order to counteract these major…
The problem of estimating the frequencies of an exponential sum has been studied extensively over the last years. It can be understood as a sparse estimation problem, as it strives to identify the sparse representation of a signal using…
This paper establishes the global asymptotic equivalence between a Poisson process with variable intensity and white noise with drift under sharp smoothness conditions on the unknown function. This equivalence is also extended to density…
A signal with discrete frequency components, has a zero bispectrum if no linear combination of the frequencies equals one of the frequency components. We introduce fractional bispectrum in which for such signals the fractional bispectrum is…
A harmonic oscillator under influence of the noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to…
Denoising diffusion models are widely used for high-quality image and video generation. Their performance depends on noise schedules, which define the distribution of noise levels applied during training and the sequence of noise levels…