相关论文: Co-jumps and Markov counting systems in random env…

Many natural and social phenomena are characterized by synchronization. The Kuramoto model, taking into account the basic ingredients for observing synchronized states, allows to study mathematically synchronization in a simplified but…

We address the metrological problem of estimating collective stochastic properties imprinted on a network of quantum sensors. Canonical examples include center-of-mass quadrature fluctuations in a system of bosonic modes and correlated…

The signaling capacity of a neural population depends on the scale and orientation of its covariance across trials. Estimating this "noise" covariance is challenging and is thought to require a large number of stereotyped trials. New…

We propose a new estimator for the integrated covariance of two Ito semimartingales observed at a high-frequency. This new estimator, which we call the pre-averaged truncated Hayashi-Yoshida estimator, enables us to separate the sum of the…

Convergent Cross-Mapping (CCM) has shown high potential to perform causal inference in the absence of models. We assess the strengths and weaknesses of the method by varying coupling strength and noise levels in coupled logistic maps. We…

This paper has two messages. First, we demonstrate that neural networks that process noisy data can learn to exploit, when available, access to auxiliary noise that is correlated with the noise on the data. In effect, the network learns to…

Environmental noise can hinder the metrological capabilities of entangled states. While the use of entanglement allows for Heisenberg-limited resolution, the largest permitted by quantum mechanics, deviations from strictly unitary dynamics…

We introduce a class of exactly solvable models which exhibit an ordering noise-induced phase transition driven by an entropic mechanism. In contrast with previous studies, order does not appear in this case as a result of an instability of…

A recently introduced lattice model, describing an extended system which exhibits a reentrant (symmetry-breaking, second-order) noise-induced nonequilibrium phase transition, is studied under the assumption that the multiplicative noise…

We analyze the effect of a classical noise into the entanglement dynamics between two particles, initially entangled, subject to continuous time quantum walks in a one-dimensional lattice. The noise is modeled by randomizing the transition…

Tipping points have been shown to be ubiquitous, both in models and empirically in a range of physical and biological systems. The question of how tipping points cascade through systems has been less well studied and is an important one. A…

We analyze the influence of classical Gaussian noise on Landau-Zener transitions during a two-level crossing in a time-dependent regular external field. Transition probabilities and coherence factors become random due to the noise. We…

Stochastic models for collections of interacting populations have crucial roles in scientific fields such as epidemiology and ecology, yet the standard approach to extending an ordinary differential equation model to a Markov chain does not…

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

We show two examples of noise--induced synchronization. We study a 1-d map and the Lorenz systems, both in the chaotic region. For each system we give numerical evidence that the addition of a (common) random noise, of large enough…

There are various measures to compute correlation in various conditions, but none of them can be used publicly, because each of them has abnormality in their calculations or behaviors. These abnormalities do not depend on genus of…

We investigate the influence of time-varying environmental noise, i.e., temporal disorder, on the nonequilibrium phase transition of the contact process. Combining a real-time renormalization group, scaling theory, and large scale…

Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…

The dynamics of systems subjected to noise is called Markovian in the absence of memory effects, i.e. when its immediate future only depends on its present. Time correlations in the noise source may generate non-Markovian effects that,…

We give a set of equivalent conditions for a potential on a Countable Markov Shift to have strong positive recurrence, which is also equivalent to having exponential decay of correlations. A key ingredient of our proofs is quantifying how…