Search results for "spectral density"
showing 10 items of 223 documents
Neural network prediction of AE data
1997
Neural network (NN) models were constructed to study prediction of the AE index. Both solar wind (vBz) and previous observed AE inputs were used to predict AE data for different numbers of time steps ahead. It seems that prediction of the original unsmoothed AE data is possible only for 10 time steps (25 min) ahead. The predicted time series of the AE data for 50 time steps (125 min) ahead was found to be dynamically different from the original time series. It is possible that the NN model cannot reproduce the turbulent part of the power spectrum of the AE data. However, when using smoothed AE data the prediction for 10 time steps ahead gave an NMSE of 0.0438, and a correlation coefficient …
On the statistical properties of the capacity of sparse multipath fading channels
2014
Most existing works in wireless communications assume rich scattering. However, there is growing experimental evidence that physical wireless channels can exhibit a sparse structure. By assuming an asymmetric Doppler power spectral density (PSD), we can model and simulate sparse channels by using a finite sum of weighted complex harmonic functions, also called sum of cisoids (SOC). In this paper, we focus on the analysis of the statistical properties of the instantaneous capacity of sparse SOC-based multipath fading channels under line-of-sight (LOS) conditions. The probability density function (PDF), the cumulative distribution function (CDF), the level-crossing rate (LCR), and the average…
Linear and nonlinear experimental regimes of stochastic resonance
2000
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 interval of values spanning several orders of magnitude. We observe both a regime described by the linear response theory and the nonlinear deviation from it. In the nonlinear regime we detect saturation of the power spectral density of the output signal detected at the frequency of the modulating signal and a dip in the noise level of the same spectral density. When these effects are observed we detect a phase and frequency synchronization between the st…
Noise decomposition in random telegraph signals using the wavelet transform
2007
Abstract By using the continuous wavelet transform with Haar basis the second-order properties of the wavelet coefficients are derived for the random telegraph signal (RTS) and for the 1 / f noise which is obtained by summation of many RTSs. The correlation structure of the Haar wavelet coefficients for these processes is found. For the wavelet spectrum of the 1 / f noise some characteristics related to the distribution of the relaxation times of the RTS are derived. A statistical test based on the characterization of the time evolution of the scalogram is developed, which allows to detect non-stationarity in the times τ 's which compose the 1 / f process and to identify the time scales of …
Point process diagnostics based on weighted second-order statistics and their asymptotic properties
2008
A new approach for point process diagnostics is presented. The method is based on extending second-order statistics for point processes by weighting each point by the inverse of the conditional intensity function at the point’s location. The result is generalized versions of the spectral density, R/S statistic, correlation integral and K-function, which can be used to test the fit of a complex point process model with an arbitrary conditional intensity function, rather than a stationary Poisson model. Asymptotic properties of these generalized second-order statistics are derived, using an approach based on martingale theory.
The influence of noise on electron dynamics in semiconductors driven by a periodic electric field
2009
Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the possibility to reduce the diffusion noise in semiconductor bulk materials by adding a random fluctuating contribution to the driving static electric field has been tested. The present work extends the previous theories by considering the noise-induced effects on the electron transport dynamics in low-doped n-type GaAs samples driven by a high-frequency periodic electric field (cyclostationary conditions). By means of Monte Carlo simulations, we calculate the change…
Thermodynamic properties of a classical d-dimensional spin-S Heisenberg ferromagnet with long-range interactions via the spectral density method
2003
The thermodynamic properties of a classical d-dimensional spin-S Heisenberg ferromagnet, with long-range interactions decaying as $r^{-p}$ and in the presence of an external magnetic field, is investigated by means of the spectral density method in the framework of classical statistical mechanics. We find that long-range order exists at finite temperature for $dd$ with $d>2$, consistently with known theorems. Besides, the related critical temperature is determined and a study of the critical properties is performed.
Non-Markovian dynamics of interacting qubit pair coupled to two independent bosonic baths
2009
The dynamics of two interacting spins coupled to separate bosonic baths is studied. An analytical solution in Born approximation for arbitrary spectral density functions of the bosonic environments is found. It is shown that in the non-Markovian cases concurrence "lives" longer or reaches greater values.
Dynamics of the Number of Trades of Financial Securities
1999
We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range of stock capitalization. The observed spectral densities show a different power-law behavior. We confirm the $1/f^2$ behavior for the spectral density of the logarithm of stock price whereas we detect a $1/f$-like behavior for the spectral density of the daily number of trades.
Relaxation dynamics in the presence of pulse multiplicative noise sources with different correlation properties
2015
The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady s…