相关论文: On Scaling Limits of Power Law Shot-noise Fields

We consider a shot-noise field defined on a stationary determinantal point process on $\mathbb{R}^d$ associated with i.i.d. amplitudes and a bounded response function, for which we investigate the scaling limits as the intensity of the…

In this contribution, we investigate the scaling of the distribution of the shot noise process, its power spectral density and its time above threshold.

We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…

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…

Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…

We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…

When the rate of shot noise is controlled by on-off states we speak of intermittent shot noise. The on-off states lead to alternately occurring clusters of events and intermissions, respectively. We derive the power spectrum of the…

This paper studies the limits of a spatial random field generated by uniformly scattered random sets, as the density $\lambda$ of the sets grows to infinity and the mean volume $\rho$ of the sets tends to zero. Assuming that the volume…

We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…

By solving a master equation in the Sierpinski lattice and in a planar random-resistor network, we determine the scaling with size L of the shot noise power P due to elastic scattering in a fractal conductor. We find a power-law scaling P ~…

We consider shot noise processes $(X(t))_{t \geq 0}$ with deterministic response function $h$ and the shots occurring at the renewal epochs $0= S_0 < S_1 < S_2 ...$ of a zero-delayed renewal process. We prove convergence of the…

We study the asymptotics of lattice power variations of two-parameter ambit fields driven by white noise. Our first result is a law of large numbers for power variations. Under a constraint on the memory of the ambit field, normalized power…

We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…

Zero-noise extrapolation (ZNE) reduces noise-induced bias but can increase sampling variance through Richardson coefficients and shot splitting. We define a finite-shot help-harm boundary: the lower local mean-squared-error crossing where…

Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…

We develop a system for measurements of power spectra of transmitted light intensity fluctuations, in which the extraneous noise, including shot noise, is reduced. In essence, we just apply light, measure the power of the transmitted light…

Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…

We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…

It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…

Distributional fixed points of a Poisson shot noise transform (for nonnegative, nonincreasing response functions bounded by 1) are characterized. The tail behavior of fixed points is described. Typically they have either exponential moments…