Publication

On Stochastic Processes Driven by Ballistic Noise Sources

Max-Olivier Hongler
2013
Book Chapters

Abstract

Among the rich collection of noise sources that can be used to drive stochastic differential equations (SDE), we here focus on Markov processes that themselves are functions of the standard Brownian motion and of the Telegrapher’s process. Our present noise sources can be viewed as lumped versions of Markov processes with enlarged states spaces. The resulting Markov processes exhibit ballistic non-Gaussian noise features with long time range correlations. When used as simple additive noise sources in SDEs, these ballistic fluctuations may generate noise induced structures (i.e., noise induced transitions), a behavior that is usually only observed for multiplicative de-correlated noise sources. Our ballistic noise sources are then used in a selection of applications taken from control theory and multi-agents systems for which exact analytic results are derived.

Official source

https://infoscience.epfl.ch/entities/publication/055d8b2f-caa0-4bed-a721-f4b59e38a1df

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Graph Chat

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

Max-Olivier Hongler
2013
Book Chapters

Abstract

Official source

https://infoscience.epfl.ch/entities/publication/055d8b2f-caa0-4bed-a721-f4b59e38a1df

About this result

Related concepts (32)

Noise (electronics)

In electronics, noise is an unwanted disturbance in an electrical signal. Noise generated by electronic devices varies greatly as it is produced by several different effects. In particular, noise is inherent in physics and central to thermodynamics. Any conductor with electrical resistance will generate thermal noise inherently. The final elimination of thermal noise in electronics can only be achieved cryogenically, and even then quantum noise would remain inherent. Electronic noise is a common component of noise in signal processing.

Noise pollution

Noise pollution, or sound pollution, is the propagation of noise or sound with ranging impacts on the activity of human or animal life, most of which are harmful to a degree. The source of outdoor noise worldwide is mainly caused by machines, transport and propagation systems. Poor urban planning may give rise to noise disintegration or pollution, side-by-side industrial and residential buildings can result in noise pollution in the residential areas.

Noise

Noise is unwanted sound considered unpleasant, loud, or disruptive to hearing. From a physics standpoint, there is no distinction between noise and desired sound, as both are vibrations through a medium, such as air or water. The difference arises when the brain receives and perceives a sound. Acoustic noise is any sound in the acoustic domain, either deliberate (e.g., music or speech) or unintended. In contrast, noise in electronics may not be audible to the human ear and may require instruments for detection.

Related publications (32)

On Stochastic Processes Driven by Ballistic Noise Sources

Chat with Graph Search

Noisy Gradient Descent in Machine Learning: generalization, games, and sampling

On the solvable–unsolvable transition due to noise-induced chaos in digital memcomputing

Distributionally Robust Linear Quadratic Gaussian Regulator with Stationary Distributions