相关论文: Asymptotic Probability Density Function of Nonline…
We discuss nonparametric estimation of linear multiplier in a trend coefficient in models governed by an $\alpha$-stable small noise.
We show the existence of nonlinear resonant states in a higher-order nonlinear Schr\"odinger model that appertains to the wave propagation in femtosecond fiber optics, under certain parametric regime. These nonlinear resonant states are…
In this paper we give an improvement of the degree of the homogeneous linear recurrence with integer coefficients that exponential sums of symmetric Boolean functions satisfy. This improvement is tight. We also compute the asymptotic…
Interaction of linearized gravitational waves with a otherwise free particle has been studied quantum mechanically in a noncommutative phase-space to examine whether the particle's response to the gravitational wave gets modified due to…
Consider estimation of the regression function based on a model with equidistant design and measurement errors generated from a fractional Gaussian noise process. In previous literature, this model has been heuristically linked to an…
In this paper, we observe a fixed number of unknown $2\pi$-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name "shape invariant model." While the common…
An asymptotic analytical approach is proposed for bosonic probability amplitudes in unitary linear networks, such as the optical multiport devices for photons. The asymptotic approach applies for large number of bosons $N\gg M$ in the…
We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…
We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
Phase sensitive amplifiers (PSA), contrary to usual phase insensitive amplifiers (PIA), are in principle capable to achieve noiseless amplification, i.e. exhibit a quantum-limited noise figure (NF) of 0 dB. When implemented using four-wave…
The cosmological stochastic gravitational-wave background produced by the mildly non-linear evolution of density fluctuations is analyzed, in the frame of an Einstein-de Sitter model, by means of a fully relativistic perturbation expansion…
A correlated phase-and-additive-noise (CPAN) mismatched model is developed for wavelength division multiplexing over optical fiber channels governed by the nonlinear Schr\"odinger equation. Both the phase and additive noise processes of the…
The linear and nonlinear dynamical susceptibilities of a two level system are calculated as it undergoes a transition to a decoherent state. Analogously to the Glover-Tinkham-Ferrell sum rule of superconductivity, spectral weight in the…
Recent works have suggested that nonlinear (quadratic) effects in black hole perturbation theory may be important for describing a black hole ringdown. We show that the technique of uniform approximations can be used to accurately compute…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point…
We show that intermittency of noiselike emission, after propagation through a scattering medium, affects the distribution of noise in the observed correlation function. Intermittency also affects correlation of noise among channels of the…
A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions…