Fluctuation and Noise Letters

We present a method for characterizing text based on a statistical analysis of word recurrence interval. This method can be used for extracting keywords from text, and also for comparing texts by an unknown author against a set of known authors. We also use these methods to comment on the controversial question of who wrote the letter to the Hebrews in the New Testament.

We study noise-assisted propagation of periodic signals for one-dimensional arrays composed of one-way coupled level-crossing detectors (LCD). Analytical expressions are obtained for the signal decay length through chains and the signal decay time through rings, where noise is uncorrelated so that the signal transmission from a LCD to the neighboring one is Markovian. Recent numerical simulations for one-dimensional arrays of one-way coupled bistable oscillators are discussed in comparison to the present analytical results.

In human movement, the large number of system degrees of freedom at different levels of analysis of the system, joints, muscles, motor units, cells etc, naturally affords complexity and adaptability in action. It also leads to variability in movement and its outcome, even in intentional efforts to reproduce the same movement or action goal. An example is continuous isometric force output to a constant force level where the amount and structure of force variability changes with information available, force level and individual differences. In this paper we model the control of isometric force production with piece-wise linear stochastic maps of multiple time scales. At the core of our model is a piecewise linear function, depending on three parameters that can be estimated from the observed data that is perturbed by additive Gaussian noise at a given level. The result of the stochastic forcing is that outside of a threshold interval the system behaves like a discrete Ornstein-Uhlenbeck process and inside it performs a Brownian motion. The model is shown to simulate the basic findings of the structure of human force variability that decreasing variability is correlated with increased dynamical complexity as measured with the "Approximate Entropy (ApEn)" statistic.

Reliability assessment of conductive adhesive bonds by humidity and temperature tests is time consuming and does not provide enough information about the details of the onset of degradation. There is a need for measurements that can give an early warning about the contact quality with more quantitative details about its degradation. Here 1/f noise of such contact arrays is investigated before and after temperature and humidity stress tests with different durations. 1/f Noise stems from conductance fluctuations.

We investigated the constriction resistance 1/f noise S_R of the contact constriction resistance R_C before accelerated aging and during aging at temperatures of 85°C and 110°C with an 85% relative humidity. Noise analysis on non-degraded samples is also a fast diagnostic tool for reliability characterization. From the analysis based on a noise model for a multispot contact, the onset of constriction resistance increase goes hand in hand with a strong increase in resistance noise. This is understood and can be characterized by a reduction in the electrical contact area A_e. The degree of contact degradation is expressed in a reduction of the real electrical contact area A_e of a multispot contact and is quantitatively given by the D-factor.

By means of Monte Carlo simulations of carrier transport in bulk semiconductors operating under periodic large-signal regime, we show the existence of upconversion of low-frequency hot-carrier noise associated with velocity fluctuations into a high-frequency region centered around the fundamental frequency of the large-signal. It is found that the upconverted noise corresponds to long-time fluctuations of relative populations of two groups of carriers characterized by different dynamical properties in momentum space. The appearance of the upconversion process is related to kinks of the static velocity-field characteristic when the dynamics of carrier motion in momentum space undergoes drastic changes.

Orbital noise of Earth's obliquity can provide an insight into the core of the Earth that causes intensity fluctuations in the geomagnetie field. Here we show that noise spectrum of the obliquity frequency have revealed a series of frequency periods centered at 250-, 100-, 50-, 41-, 30-, and 26-kyr which are almost identical with the observed spectral peaks from the composite curve of 33 records of relative paleointensity spanning the past 800 kyr (Sint–800 data). A continuous record for the past two million years also reveals the presence of the major 100 kyr periodicity in obliquity noise and geomagnetic intensity fluctuations. These results of correlation suggest that obliquity noise may power the dynamo, located in the liquid outer core of the Earth, which generates the geomagnetic field.

Time dynamics of self-potential, geochemical and meteorological parameters, simultaneously recorded in a CO₂ degassing area at Soos, NW-Bohemia (Czech Republic), have been investigated. The power spectra, behaving as power-law function of the frequency, show the presence of colored-noise-type dynamics. The Higuchi analysis reveals the observed geophysical signals to have the property of fractal curves, with the identification of different scaling regimes. The Detrended Fluctuation Analysis, removing trends and non-stationarities, has shown that the signals present clear fingerprints of long-range correlated fluctuations.

In this work we analyze interbeat cardiac time series arising of three groups: healthy young and healthy elderly subjects and patients with congestive heart failure. We use the fractal dimension method proposed by Higuchi. We find that fractal organization is different for each group. In the case of healthy young subjects only one value of the fractal dimension is necessary to fit the interbeat data, whereas in the cases of healthy elderly and patients with congestive heart failure a crossover behavior in the fractal dimension is present but in opposite directions. By means of a "zoom" on the hinges of the crossover point interesting effects of aging are presented. Finally, we discuss our results in the context of heart interbeat dynamics.

We demonstrate that external noise can play a constructive role in a laser diode, inducing coherent mid-infrared radiation. Depending on noise intensity, the induced lasing can be either unimode or mulitimode. The coherence of the radiation in each mode reaches its maximum at an optimal noise intensity that differs depending on the mode. The phenomenon can therefore be classified as a multiple coherence resonance.

A classical time series problem is that of estimating unknown frequencies for a given sinusoidal regression model. Existing methods include nonlinear least squares and periodogram analysis. An alternative method is offered by the contraction mapping algorithm whose implementation in S-Plus is outlined.

The structure and the functioning of cardio-pulmonary system is complex and statistical physics appear to be suitable for their characterization. In this review, we examine scaling in cardio-pulmonary physiology. The focus will be on the interpretation of scaling behaviors and their relation to structure-function in the normal and diseased cardio-pulmonary system. First, we overview fluctuations and scaling in respiratory rate variability in terms of a neural network model. Next, we analyze fluctuations in human heartbeat dynamics under healthy and pathologic conditions using wavelets and multifractal approaches. We then discuss avalanche behavior of airway openings as well as scaling behavior of crackling sound generated during the process of airway openings. We also examine the relationship between the observed scaling properties and the design features of the pulmonary vascular tree. Finally, we show how the network failure of lung tissue structure leads to emphysema, a leading cause of respiratory disability and death worldwide.