WHITE noiseDISTRIBUTION (Probability theory)FRACTIONAL calculusNOISEMOTHERSDAUGHTERSWhite noise is fundamentally linked to many processes; it has a flat power spectral density and a delta-correlated autocorrelation. Operators acting on white noise can result in coloured noise, whethe...
We argue that their central result can easily be attributed to the spatially broken symmetry of a probability distribution of the additive noise, unlike the similar result caused by chaotic noise which has a symmetric probability distribution (J. Phys. Soc. Jpn., 63 (1994) 2014). 展开 ...
Cor(wi,wj)≠0,∀i≠j) then we say that the time series is discrete white noise (DWN).In particular, if the values wi are drawn from a standard normal distribution (i.e. wt∼N(0,σ2)), then the series is known as Gaussian White Noise....
Stochastic resonance postulates that the random probability distribution of noise structure can enhance neural processing for some tasks, dependent on attention level, noise intensity etc.34,78,79,80,81,82,83,84. Previous examples of behavioural improvements driven by ‘noise’ within the stochastic ...
Unlike noise pollution generated by traffic, construction and other industry sectors, white noise with a consistent but soft tone can help people relax and fall asleep more easily. Acoustically, white noise has a uniform energy distribution in all frequency bands, including all sound frequencies withi...
what is indispensable is first to define a suitable deterministic expression to describe a time-sequence of random phenomena according to the law of causality and then to incorporate into the mathematical framework the concept of probability distribution which accounts for the stochastic character existing...
Forapplication the G-white noise theory, we consider the financial market modelledby G-Wick-It\^o type of SDE driven by fGBm. The financial asset price modelledby fGBm has volatility uncertainty, using G-Girsanov's Theorem andG-Clark-Ocone Theorem, we derive that sublinear expectation of ...
Also, a theoretical method of determining the amplitude probability distribution of the filter output is described. The equations derived are solved for the case of third-order filters. Experimental and theoretical characteristics are given for the case of a noise generator using a third-order filter...
The combination of such sources of noise is known to possess an approximately Gaussian distribution, as shown in Figure 3.3(a). A histogram of zero-mean Gaussian noise with a variance of σn2 = 0.25 is shown, with the corresponding continuous probability density function (pdf) superimposed on ...
The stochastic sensitivity function (SSF) method is extended to estimate the stationary probability distribution around periodic attractors of nonautonomous nonlinear dynamical systems subjected to Poisson white noise in this paper. After deriving the stochastic sensitivity functions of period- N cycle of ...