相关论文: Asymptotic Probability Density Function of Nonline…
Cooperative effects of periodic force and noise in globally Cooperative effects of periodic force and noise in globally coupled systems are studied using a nonlinear diffusion equation for the number density. The amplitude of the order…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
The variance of nonlinear phase noise is analyzed by including the effect of intrachannel cross-phase modulation (IXPM)-induced nonlinear phase noise. Consistent with Ho and Wang [1] but in contrary to the conclusion of both Kumar [2] and…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
The resonances of forced dynamical systems occur when either the amplitude of the frequency response undergoes a local maximum (amplitude resonance) or phase lag quadrature takes places (phase resonance). This study focuses on the phase…
The characteristic function of soliton phase jitter is found analytically when the soliton is perturbed by amplifier noise. In additional to that from amplitude jitter, the nonlinear phase noise due to frequency and timing jitter is also…
Nonlinear phase noise induced by the interaction of fiber Kerr effect and amplifier noises is a quadratic function of the electric field. When the dependence between the additive Gaussian noise and the quadratic phase noise is taking into…
Nonlinear optical signals from an assembly of N noninteracting particles consist of an incoherent and a coherent component, whose magnitudes scale \sim N and \sim N(N-1), respectively. A unified microscopic description of both types of…
We analyze the power spectral density of a signal composed of nonoverlapping rectangular pulses. First, we derive a general formula for the power spectral density of a signal constructed from the sequence of nonoverlapping pulses. Then we…
Local Asymptotic Normality (LAN) property for fractional Gaussian noise under high-frequency observations is proved with a non-diagonal rate matrix depending on the parameter to be estimated. In contrast to the LAN families in the…
We consider the one dimensional expansion of a system of interacting bosons, starting from a regular array. Without interactions the familiar Hanbury Brown and Twiss effect for bosons gives rise to a series of peaks in the density-density…
We establish that a non-Gaussian nonparametric regression model is asymptotically equivalent to a regression model with Gaussian noise. The approximation is in the sense of Le Cam's deficiency distance $\Delta $; the models are then…
The nonlinear memory effect is a slowly-growing, non-oscillatory contribution to the gravitational-wave amplitude. It originates from gravitational waves that are sourced by the previously emitted waves. In an ideal gravitational-wave…
We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…
We propose a new asymptotic expansion method for nonlinear filtering, based on a small parameter in the system noise. The conditional expectation is expanded as a power series in the noise level, with each coefficient computed by solving a…
The Gaussian mixed-effects model driven by a stationary integrated Ornstein-Uhlenbeck process has been used for analyzing longitudinal data having an explicit and simple serial-correlation structure in each individual. However, the…
We consider nonlinear filters for diffusion processes when the observation and signal noises are small and of the same order. As the noise intensities approach zero, the nonlinear filter can be approximated by a certain variational problem…
It is known that the Perron--Frobenius operators of piecewise expanding $\mathcal{C}^2$ transformations possess an asymptotic periodicity of densities. On the other hand, external noise or measurement errors are unavoidable in practical…
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a consequence, we deduce asymptotic approximations for the…