Fluctuation and Noise Letters

We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image processing applications. The method, which we call bispectrum correlation coefficient method, makes use of the cross-correlation of the bispectra. Three kinds of cross-correlation coefficients are introduced. To demonstrate the new method, six different random telegraph signals are tested, where four of them have the same power density spectrum. It is shown that the three coefficients can map the different stochastic processes to specific sub-volumes in a cube.

The paper introduces a method for estimation and reduction of calendar effects from time series, which their fluctuations are governed by a nonlinear dynamical system and additive normal noise. Calendar effects can be considered deviations of the distribution(s) of particular group(s) of observations that have a common characteristic related to the calendar. The concept of this method is the following: since the calendar effects are not related to the dynamics of the time series, the accurate estimation and reduction will result a time series with a smaller amount of noise level (i.e. more accurate dynamics). The main tool of this method is the correlation integral, due to its inherit capability of modeling both the dynamics and the additive normal noise. Experimental results are presented on the Nasdaq Cmp. index.

Principal Component Analysis (PCA) has been applied to the characterization of the 1/f-noise. The application of the PCA to the 1/f noise requires the definition of a stochastic multidimensional variable. The components of this variable describe the temporal evolution of the phenomena sampled at regular time intervals. In this paper we analyze the conditions about the number of observations and the dimension of the multidimensional random variable necessary to use the PCA method in a sound manner. We have tested the obtained conditions for simulated and experimental data sets obtained from imaging optical systems. The results can be extended to other fields where this kind of noise is relevant.

This paper proposes the study of clock jitter effect on high-Q switched-capacitor filter behavior. A command circuit made up by a ring voltage controlled oscillator (VCO) with XOR gates is used to generate the command signals. According to the correlation of these signals the jitter effect on the signal constellation has been studied. A good agreement between measured and simulation results has been achieved which validate our design methodology.

Tunable Lasers are key-components for Wavelength Division Multiplexing optical communication applications at 1.55μm. In this paper, we compare a rate equation model with measurements performed in order to study the Bragg section contribution in the 1/f-optical-beam noise power spectral density.

Low frequency noise measurements have been performed on a single-wall carbon nanotube connected by Ti/Au electrodes. It has been found that the 1/f noise decreases when the measurements are undertaken under vacuum and when the nanotube is partially degassed, showing a correlation between the fluctuation inducing the 1/f noise and the presence of gases. We show that the 1/f noise sources are located at the metal/nanotube contacts. When the device is annealed under vacuum at 450K, some Lorentzian shapes are observable and can be related to nanotube defects or to strongly bound molecules.

It is shown that the original Kirchhoff-loop-Johnson(-like)-noise (KLJN) cipher is naturally protected against the man-in-the-middle (MITM) attack, if the eavesdropper is using resistors and noise voltage generators just like the sender and the receiver. The eavesdropper can extract zero bit of information before she is discovered. However, when the eavesdropper is using noise current generators, though the cipher is protected, the eavesdropper may still be able to extract one bit of information while she is discovered. For enhanced security, we expand the KLJN cipher with the comparison of the instantaneous voltages via the public channel. In this way, the sender and receiver has a full control over the security of measurable physical quantities in the Kirchhoff-loop. We show that when the sender and receiver compare not only their instantaneous current data but also their instantaneous voltage data then the zero-bit security holds even for the noise current generator case. We show that the original KLJN scheme is also zero-bit protected against that type of MITM attack when the eavesdropper uses voltage noise generators, only. In conclusion, within the idealized model scheme, the man-in-the-middle-attack does not provide any advantage compared to the regular attack considered earlier. The remaining possibility is the attack by a short, large current pulse, which described in the original paper as the only efficient type of regular attacks, and that yields the one bit security. In conclusion, the KLJN cipher is superior to known quantum communication schemes in every respect, including speed, robustness, maintenance need, price and its natural immunity against the man-in-the-middle attack.

Terahertz pulsed imaging systems use broadband pulses of sub-millimetre wavelength radiation for spectroscopy and imaging. This Letter demonstrates that a four parameter stable distribution models the observed noise of the pulses, with two of the parameters dependent on material type and thickness. We additionally show that this noise is not characterised by either Gaussian or Gaussian-mixture models.

This Letter reports results from time domain measurements in a terahertz pulsed imaging system and suggests that a mechanical resetting mechanism in the pump-probe delay stage results in a small but resolvable noise signal. In the setup described here, this effect dominates all other sources of noise such as the background Johnson noise or shot noise, and can hence be isolated and analysed in detail. An analysis of the noise signal is used to estimate the physical limitations of the pump-probe system being employed. A comparison of the results with an analytic prediction allows us to formulate a useful and general signature of registration noise, that should make it easy to detect in any sufficiently narrowband signal.

We study the coherence of noise-induced excitations in a modified stochastic Oregonator model for the light-sensitive Belousov-Zhabotinsky (BZ) reaction assuming that the intensity of the applied illumination is a spatio-temporal stochastic field with finite correlation time and correlation length. For a single excitable element, we find coherence resonance (CR) with respect to the correlation time. In the spatially extended medium of diffusively coupled excitable elements, we observe CR for suitable combinations of the correlation time and length of the noise.

We report our studies of emission from a dye-scatterer system, commonly known as random amplifying medium (RAM). It is found to exhibit non-Gaussian statistics of emission intensity over the ensemble of random realizations. The amplification is dominated by certain improbable events that are "larger than rare", which give the intensity statistics a Lévy-like fat tail. This, to the best of our knowledge, provides the first experimental realization of the Lévy statistics in the optics of a random amplifying medium, and the analysis thereof. Notably, the Lévy exponent is continuously tunable parametrically.

Accurate estimation of mixing height is important, since it is an important parameter for lower atmospheric studies involving aerosol monitoring and pollutant dispersal models. Sodar happens to be one of the best instruments for monitoring the mixing height. But it suffers from the drawback of acoustic noise, which makes the measurement inaccurate. Conventional Kalman filter has been used to estimate atmospheric boundary layer by filtering the measurement noise involved in sodar data. But there are certain limitations of the accuracy available from conventional Kalman filter which may be overcome by proper adaptive design. The present work develops an adaptive scheme for estimation of mixing heights. It considers the selection of a proper meteorological system model from a bank of system models. Diurnal and seasonal changes in measurement noise statistics of the acoustic radar is taken into account by designing a fuzzy logic based adaptive scheme.