相关论文: Asymptotic Probability Density Function of Nonline…
We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…
The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…
Absorption of surface acoustic waves by a two-dimensional electron gas in a perpendicular magnetic field is considered. The structure of such system at the filling factor $\nu$ close to 1/2 can be understood as a gas of {\em composite…
Certain equations with integral constraints have as solutions time-periodic pulses of a field-like unknown while a current-like unknown oscillates periodically with time. A general asymptotic theory of this phenomenon, the generalized Gunn…
Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…
Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…
This paper is focused on nonlinear prediction coding, which consists on the prediction of a speech sample based on a nonlinear combination of previous samples. It is known that in the generation of the glottal pulse, the wave equation does…
Probabilistic amplitude shaping (PAS) is a practical means to achieve a shaping gain in optical fiber communication. However, PAS and shaping in general also affect the signal-dependent generation of nonlinear interference. This provides an…
A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
We derive asymptotic estimates at infinity for positive harmonic functions in a large class of non-smooth unbounded domains. These include domains whose sections, after rescaling, resemble a Lipschitz cylinder or a Lipschitz cone, e.g.,…
Theory of nonlinear resonance, including stochastic one, is developed on the basis of the statistical field theory and using variables action-angle. Explicit expressions of action, proper frequency and nonlinearity parameter as functions of…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
In this paper, we develop a non-asymptotic local normal approximation for multinomial probabilities. First, we use it to find non-asymptotic total variation bounds between the measures induced by uniformly jittered multinomials and the…
This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…
We construct nonlinear squeezed states of a generalized isotonic oscillator potential. We demonstrate the non-existence of dual counterpart of nonlinear squeezed states in this system. We investigate statistical properties exhibited by the…
Nonlinear effects in pulse propagation through a medium consisting of four-level double-$\Lambda$-type systems are studied theoretically. We apply three continous-wave driving fields and a pulsed probe field such that they form a closed…
Higher-order spectra (or polyspectra), defined as the Fourier Transform of a stationary process' autocumulants, are useful in the analysis of nonlinear and non Gaussian processes. Polyspectral means are weighted averages over Fourier…
The first purpose of this article is to obtain a.s. asymptotic properties of the maximum likelihood estimator in the autoregressive process driven by a stationary Gaussian noise. The second purpose is to show the local asymptotic normality…
We consider finite frequency noise in a mesoscopic system with arbitrary interactions, connected to many terminals kept at finite electrochemical potentials. We show that the excess noise, obtained by subtracting the noise at zero voltage…