Related papers: Asymptotic Probability Density Function of Nonline…
We show an example of benign non-separability in an apparently separable system consisting of $n$ free non-correlated quantum particles, solitonic solutions to the nonlinear phase modification of the Schr\"{o}dinger equation proposed…
We show that {\it strong} anomalous diffusion, i.e. $\mean{|x(t)|^q} \sim t^{q \nu(q)}$ where $q \nu(q)$ is a nonlinear function of $q$, is a generic phenomenon within a class of generalized continuous-time random walks. For such class of…
The main results of this article are asymptotic formulas for the variance of the number of zeros of a Gaussian random polynomial of degree $N$ in an open set $U \subset C$ as the degree $N \to \infty$, and more generally for the zeros of…
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…
We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit…
A general theory of nonlinear signal-noise interactions for wavelength division multiplexed fiber-optic coherent transmission systems is presented. This theory is based on the regular perturbation treatment of the nonlinear Schrodinger…
Nonlinear optical wave propagation manifests in a multitude of frequencies generated from quantum-noise, and selecting desired nonlinear products usually requires seeding the medium with extraneous waves, employing spatial or spectral…
The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However,…
This paper derives the asymptotic distribution of the normalized $k$-th maximum order statistics of a sequence of non-central chi-square random variables with non-identical non-centrality parameter. We demonstrate the utility of these…
Linear statistics of random zero sets are integrals of smooth differential forms over the zero set and as such are smooth analogues of the volume of the random zero set inside a fixed domain. We derive an asymptotic expansion for the…
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…
Different aspects of probabilistic shaping for a multi-span optical communication system are studied. First, a numerical analysis of the additive white Gaussian noise (AWGN) channel investigates the effect of using a small number of input…
We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…
Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…
The Lyman-$\alpha$ forest is a highly non-linear field with a lot of information available in the data beyond the power spectrum. The flux probability distribution function (PDF) has been used as a successful probe of small-scale physics.…
Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.
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…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…
The asymptotic distribution of the likelihood-ratio statistic for testing parameters on the boundary is well known to be a chi-squared mixture. The mixture weights have been shown to correspond to the intrinsic volumes of an associated…
We study the asymptotic of the partial density function associated to holomorphic section of a postive line bundle vanishing to high orders along a fixed smooth subvariety. Assuming local torus-action-invariance, we describe the forbidden…