In certain dynamical systems, the addition of noise can assist the detection of a signal and not degrade it as normally expected. This is possible via a phenomenon termed stochastic resonance (SR), where the response of a nonlinear system to a subthreshold periodic input signal is optimal for some non-zero value of noise intensity. We investigate the SR phenomenon in several circuits and system...

The standing debate over whether hydrological systems are deterministic or stochastic has been taken to a new level by controversial applications of chaos mathematics. This paper reviews the procedure, constraints, and past usage of a popular chaos time series analysis method, correlation integral analysis, in hydrology and adds a new analysis of daily stream ̄ow from a pristine watershed. Signi...

Statistics and correlations of single-molecule sequences of modulated reactions are explicitly evaluated in the stochastic rate representation. The memory function, introduced through the Gaussian approximation of the stochastic rate expression, characterizes the correlation in single-molecule rate processes in a formalism similar to the stochastic line shape theory. Within this formalism, the ...

1 Summary. Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that facilitates the computation of such correlation functions and moments, and furthermore allows a systematic development of perturbation expansions an...

Common Failings: How Corporate Defaults are Correlated We develop, and apply to data on U.S. corporations from 1987-2000, tests of the standard doubly-stochastic assumption under which firms’ default times are correlated only as implied by the correlation of factors determining their default intensities. This assumption is violated in the presence of contagion or “frailty” (unobservable covaria...

Stochastic resonance behavior of single electrons in a quantum dot and its summing network is investigated theoretically. Dynamic behavior of the single electron in the system at finite temperature is analyzed using a master equation with a tunneling transition rate. The analytical model indicates that an input-output correlation has a peak as a function of temperature, which confirms the appea...

We investigate the role of the noise in the mating behavior between individuals of Nezara viridula (L.), by analyzing the temporal and spectral features of the non-pulsed type female calling song emitted by single individuals. We have measured the threshold level for the signal detection, by performing experiments with the calling signal at different intensities and analyzing the insect respons...

Naturally occurred soil deposits inherit heterogeneity and anisotropy in their strength properties. The main purpose of this paper is to model the soil stratum with anisotropy consideration and spatially varying undrained shear strength by using random field theory coupled with finite difference numerical analysis to evaluate their effect on the bearing capacity of the shallow foundations. In t...