相关论文: 1/f Noise and Extreme Value Statistics
Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…
Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…
Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…
In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a non-stationary gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval,…
We study the spectral and wavefunction properties of a one-dimensional incommensurate system with p-wave pairing and unveil that the system demonstrates a series of particular properties in its ciritical region. By studying the spectral…
It has been recently shown numerically that the transition from integrability to chaos in quantum systems and the corresponding spectral fluctuations are characterized by $\frac{1}{f^{\alpha}}$ noise with $1\leq\alpha\leq 2$. The system of…
Characterizing charge noise is of prime importance to the semiconductor spin qubit community. We analyze the echo amplitude data from a recent experiment [Yoneda et al., Nat. Nanotechnol. 13, 102 (2018)] and note that the data shows small…
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…
We simulate the $N$-spin critical Ising model on a square lattice using Glauber dynamics and consider the typical one-unit time equal to $N$ single-spin-flip attempts. The divergence of correlation time with the linear extent of the system…
The large scale distribution of galaxies in the universe displays a complex pattern of clusters, super-clusters, filaments and voids with sizes limited only by the boundaries of the available samples. A quantitative statistical…
Low-frequency noise with the spectral density S(f)~1/f^g (f is the frequency and g~1) is a ubiquitous phenomenon, which hampers operation of many devices and circuits. A long-standing question of particular importance for electronics is…
The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…
We present a new method to measure 1/f noise in Josephson quantum bits (qubits) that yields low-frequency spectra below 1Hz. Comparison of noise taken at positive and negative bias of a phase qubit shows the dominant noise source to be flux…
The so-called level crossing analysis has been used to investigate the empirical data set. But there is a lack of interpretation for what is reflected by the level crossing results. The fractional Gaussian noise as a well-defined stochastic…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
We address the problem of modulating a parameter onto a power-limited signal, transmitted over a discrete-time Gaussian channel and estimating this parameter at the receiver. Continuing an earlier work, where the optimal trade-off between…
The focus of this survey paper is on the distribution function for the largest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge scaling limit of N->infinity. These limiting distribution functions are expressible in…