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The asymptotic probability density function of nonlinear phase noise, often called the Gordon-Mollenauer effect, is derived analytically when the number of fiber spans is very large. The nonlinear phase noise is the summation of infinitely…

Optics · Physics 2009-11-10 Keang-Po Ho

The statistical properties of nonlinear phase noise, often called the Gordon-Mollenauer effect, is studied analytically when the number of fiber spans is very large. The joint characteristic functions of the nonlinear phase noise with…

Optics · Physics 2007-05-23 Keang-Po Ho

Nonlinear phase noise induced by the interaction of fiber Kerr effect and amplifier noises is a quadratic function of the electric field. When the dependence between the additive Gaussian noise and the quadratic phase noise is taking into…

Optics · Physics 2013-01-15 Keang-Po Ho

Nonlinear phase noise, often called the Gordon-Mollenauer effect, can be compensated electronically by subtracting from the received phase a correction proportional to the received intensity. The optimal scaling factor is derived…

Optics · Physics 2013-01-15 Keang-Po Ho , Joseph M. Kahn

Paper [1] derived the probability density function (PDF) of a sum of products of two correlated complex Gaussian zero-mean random variables (RVs) that has been applied to calculate the error probabilities of a \emph{M}-ary phase shift…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Trung-Hien Nguyen , Jerome Louveaux , Philippe De Doncker , Francois Horlin

We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly…

Statistics Theory · Mathematics 2025-11-18 Takumi Imamura , Hiroki Masuda

Dynamic Kerr effect measurements provide a simple realization of a nonlinear experiment. We propose a field-off experiment where an electric field of one or several sinusoidal cycles is applied to a sample in thermal equilibrium.…

Soft Condensed Matter · Physics 2009-11-11 U. Haeberle , G. Diezemann

The intensity statistics of signals in the presence of Gaussian noise is obtained by studying the model of a random signal plus a random phasor sum. The additive Gaussian noise is shown to result in a Bessel transform of the probability…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. A. Chabanov

Recently an analytical model was presented that treats the nonlinear signal distortion from the Kerr nonlinearity in optical transmission systems as additive white Gaussian noise. This important model predicts the impact of the Kerr…

Optics · Physics 2015-06-05 Pontus Johannisson

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…

Data Analysis, Statistics and Probability · Physics 2013-01-07 L. B. Kish , R. Mingesz , Z. Gingl , C. G. Granqvist

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…

Statistics Theory · Mathematics 2010-11-10 Victor Konev , Serguei Pergamenchtchikov

In this paper we suggest a simple mathematical procedure to derive the classical probability density of quantum systems via Bohr's correspondence principle. Using Fourier expansions for the classical and quantum distributions, we assume…

Quantum Physics · Physics 2012-09-18 J. Bernal , Alberto Martín-Ruiz , J. C. García-Melgarejo

Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Christopher J. Moore , Christopher P. L. Berry , Alvin J. K. Chua , Jonathan R. Gair

The density of states for a particle moving in a random potential with a Gaussian correlator is calculated exactly using the functional integral technique. It is achieved by expressing the functional degrees of freedom in terms of the…

Condensed Matter · Physics 2009-10-22 O. K. Vorov , A. V. Vagov

We develop a method for estimating the shear power spectra from weak lensing observations and test it on simulated data. Our method describes the shear field in terms of angular power spectra and cross correlation of the two shear modes…

Astrophysics · Physics 2008-11-26 Wayne Hu , Martin White

This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Paolo Carbone , Johan Schoukens , István Kollár , Antonio Moschitta

We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…

Statistical Mechanics · Physics 2015-06-01 Claudio Maggi , Umberto Marini Bettolo Marconi , Nicoletta Gnan , Roberto Di Leonardo

The power-spectrum subband energy ratio (PSER) has been applied in a variety of fields, but reports on its statistical properties have been limited. As such, this study investigates these characteristics in the presence of additive Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-11-19 Han Li , Yanzhu Hu , Song Wang , Zhen Meng
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