相关论文: Scaling Limit, Noise, Stability

Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…

Several nonlinear stochastic differential equations have been proposed in connection with self-organized critical phenomena. Due to the threshold condition involved in its dynamic evolution an infinite number of nonlinearities arises in a…

We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle induced by the Hopf bifurcation. General relations obtained are applied to the stochastic Lorenz system to show that…

We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…

For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…

Overdamped stochastic systems maintained far from equilibrium can display sustained oscillations with fluctuations that decrease with the system size. The correlation time of such noisy limit cycles expressed in units of the cycle period is…

The performance of the Lasso is well understood under the assumptions of the standard linear model with homoscedastic noise. However, in several applications, the standard model does not describe the important features of the data. This…

The usual interpretation of noise is represented by a sum of many independent two-level elementary random signals with a distribution of relaxation times. In this paper it is demonstrated that also the superposition of many similar…

Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…

We demonstrate that nonlocally coupled limit-cycle oscillators subject to spatiotemporally white Gaussian noise can exhibit a noise-induced transition to turbulent states. After illustrating noise-induced turbulent states with numerical…

A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…

In nonlinear systems analysis, minor fractions of higher-order dynamics are often neglected for simplicity. Here, we show that machine epsilon levels of parasitic higher-order dynamics due to computer roundoff alone can cause divergence of…

Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…

A short review is presented of a recently developed computational approach which allows the study of the resistance noise over the full range of bias values, from the linear regime up to electrical breakdown. Resistance noise is described…

Noise and spatial degrees of freedom characterize most ecosystems. Some aspects of their influence on the coevolution of populations with cyclic interspecies competition have been demonstrated in recent experiments [e.g. B. Kerr et al.,…

The explanations of large language models have recently been shown to be sensitive to the randomness used for their training, creating a need to characterize this sensitivity. In this paper, we propose a characterization that questions the…

Neural spikes in the brain form stochastic sequences, i.e., belong to the class of pulse noises. This stochasticity is a counterintuitive feature because extracting information - such as the commonly supposed neural information of mean…

We present a detailed derivation of the master equation describing a general time-dependent quantum system with classical Poisson white noise and outline its various properties. We discuss the limiting cases of Poisson white noise and…

We consider a stochastically forced nonlinear oscillator driven by a stationary Gaussian noise that has an algebraically decaying covariance function. It is well known that such noise processes can be renormalized to converge to fractional…

Classical Gaussian white noise in communications and signal processing is viewed as the limit of zero mean second order Gaussian processes with a compactly supported flat spectral density as the support goes to infinity. The difficulty of…