Statistics of amplified light in periodically correlated layered systems with randomness
نویسندگان
چکیده
منابع مشابه
SHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES
The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.
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This paper focuses on the empirical autocovariance operator of H-valued periodically correlated processes. It will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. Moreover, the rate of convergence of the empirical autocovariance operator in Hilbert-Schmidt norm is derived.
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the existence of shift for periodically correlated processes and its boundedness are investigated. spectral criteria for these non-stationary processes to have such shifts are obtained.
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15 صفحه اولUniversal scaling in mixing correlated growth with randomness.
We study two-component growth that mixes random deposition (RD) with a correlated growth process that occurs with probability p. We find that these composite systems are in the universality class of the correlated growth process. For RD blends with either Edwards-Wilkinson or Kardar-Parisi-Zhang processes, we identify a nonuniversal exponent in the universal scaling in p.
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ژورنال
عنوان ژورنال: Waves in Random Media
سال: 1997
ISSN: 0959-7174,1361-6676
DOI: 10.1080/13616679709409820