相关论文: 1/f Noise and Extreme Value Statistics
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…
Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…
The subject of this paper is the investigation of inflationary non-Gaussianities of the local type with extreme value statistics of the weak lensing convergence kappa. Specifically, we describe the influence of inflationary…
The quantum indeterminacy caused by non-commutativity of observables at different times sets a lower bound on the voltage noise power spectrum in any conducting material. This bound is calculated explicitly in the case of semiconductors…
The distribution of resistance fluctuations of conducting thin films with granular structure near electrical breakdown is studied by numerical simulations. The film is modeled as a resistor network in a steady state determined by the…
We study the effect of long range algebraic correlations on extreme value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution.…
The power spectrum of quantum dot fluorescence exhibits $1/f^\beta$ noise, related to the intermittency of these nanosystems. As in other systems exhibiting $1/f$ noise, this power spectrum is not integrable at low frequencies, which…
Fluctuations in the fluorescence from macroscopic ensembles of colloidal semiconductor quantum dots have the spectral form of 1/f noise. The measured power spectral density reflects the fluorescence intermittency of individual dots with…
We perform a non-asymptotic analysis on the singular vector distribution under Gaussian noise. In particular, we provide sufficient conditions on a matrix for its first few singular vectors to have near normal distribution. Our result can…
Recent experiments on blinking quantum dots and weak turbulence in liquid crystals reveal the fundamental connection between $1/f$ noise and power law intermittency. The non-stationarity of the process implies that the power spectrum is…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
The quantum indeterminacy caused by non-commutativity of observables at different times sets a lower bound on the voltage noise power spectrum in any conducting material. This bound is calculated explicitly in the case of monolayer…
The collective behavior of a two-dimensional wet granular cluster under horizontal swirling motions is investigated experimentally. Depending on the balance between the energy injection and dissipation, the cluster evolves into various…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
Maximum-type statistics of certain functions of the sample covariance matrix of high-dimensional vector time series are studied to statistically confirm or reject the null hypothesis that a data set has been collected under normal…
An approach to the problem of 1/f voltage noise observed in all conducting media is developed based on an uncertainty relation for the Fourier-transformed signal. It is shown that the quantum indeterminacy caused by non-commutativity of…
Quantum chaotic and integrable systems are known to exhibit a characteristic $1/f$ and $1/f^{2}$ noise, respectively, in the power spectrum associated to their spectral fluctuations. A recent work [R. Riser, V. A. Osipov, and E. Kanzieper,…
This paper studies fine-grained singular subspace estimation in the matrix denoising model where a deterministic low-rank signal matrix is additively perturbed by a stochastic matrix of Gaussian noise. We establish that the maximum…
Multifractal scaling analysis of nuclear giant resonance transition probability distributions is performed within the approximation which takes into account the one-particle-one-hole (1p-1h) and 2p-2h states. A new measure to determine the…
We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variate complex Gaussian time series with mutually independent components when the dimension M and the number of…