Related papers: Asymptotic Probability Density Function of Nonline…
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…
The probability density function of Kerr effect phase noise, often called the Gordon-Mollenauer effect, is derived analytically. The Kerr effect phase noise can be accurately modeled as the summation of a Gaussian random variable and a…
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…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…
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…
We report the effect of nonlinear bias of the frequency of collective oscillations of sin-coupled phase oscillators subject to individual asymmetric Cauchy noises. The noise asymmetry makes the Ott-Antonsen Ansatz inapplicable. We argue…
Recent advances in the study of synthetic dimensions revealed a possibility to employ the frequency space as an additional degree of freedom which allows for investigating and exploiting higher-dimensional phenomena in a priori…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall.…
We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…
A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic…
All solids, whether crystalline or disordered, support elastic wave propagation with a linear dispersion relation in the long-wavelength limit. These waves, corresponding to low-frequency phonons, feature a vibrational density of states…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
In the standard picture of structure formation, initially random-phase fluctuations are amplified by non-linear gravitational instability to produce a final distribution of mass which is highly non-Gaussian and has highly coupled Fourier…
The method for computation of conditional probability density function for the nonlinear Schr\"odinger equation with additive noise is developed. We present in a constructive form the conditional probability density function in the limit of…
The power density spectrum of a light curve is often calculated as the average of a number of spectra derived on individual time intervals the light curve is divided into. This procedure implicitly assumes that each time interval is a…
The rigorous analytical calculation of the diffusion coefficient is performed for the chaotic motion of a particle in a set of longitudinal waves with random phases and large amplitudes (~ A). A first step proves the existence of a…
We study monochromatic random waves on $\mathbb{R}^n$ defined by Gaussian variables whose variances tend to zero sufficiently fast. This has the effect that the Fourier transform of the monochromatic wave is an absolutely continuous measure…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…