Academic literature on the topic 'Fractional noise'
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Journal articles on the topic "Fractional noise"
Wyss, Walter. "Fractional noise." Foundations of Physics Letters 4, no. 3 (June 1991): 235–46. http://dx.doi.org/10.1007/bf00665755.
Full textEL MELLALI, TARIK, and YOUSSEF OUKNINE. "WEAK CONVERGENCE FOR QUASILINEAR STOCHASTIC HEAT EQUATION DRIVEN BY A FRACTIONAL NOISE WITH HURST PARAMETER H ∈ (½, 1)." Stochastics and Dynamics 13, no. 03 (May 27, 2013): 1250024. http://dx.doi.org/10.1142/s0219493712500244.
Full textSun, Xichao, and Junfeng Liu. "Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise." Advances in Mathematical Physics 2014 (2014): 1–10. http://dx.doi.org/10.1155/2014/479873.
Full textJin, Bangti, Yubin Yan, and Zhi Zhou. "Numerical approximation of stochastic time-fractional diffusion." ESAIM: Mathematical Modelling and Numerical Analysis 53, no. 4 (July 2019): 1245–68. http://dx.doi.org/10.1051/m2an/2019025.
Full textMacias, Michal, Dominik Sierociuk, and Wiktor Malesza. "MEMS Accelerometer Noises Analysis Based on Triple Estimation Fractional Order Algorithm." Sensors 22, no. 2 (January 11, 2022): 527. http://dx.doi.org/10.3390/s22020527.
Full textSafarinejadian, Behrouz, Nasrin Kianpour, and Mojtaba Asad. "State estimation in fractional-order systems with coloured measurement noise." Transactions of the Institute of Measurement and Control 40, no. 6 (March 15, 2017): 1819–35. http://dx.doi.org/10.1177/0142331217691219.
Full textLin, Lifeng, Huiqi Wang, Xipei Huang, and Yongxian Wen. "Generalized stochastic resonance for a fractional harmonic oscillator with bias-signal-modulated trichotomous noise." International Journal of Modern Physics B 32, no. 07 (March 5, 2018): 1850072. http://dx.doi.org/10.1142/s0217979218500728.
Full textLi, Ming, Xichao Sun, and Xi Xiao. "Revisiting fractional Gaussian noise." Physica A: Statistical Mechanics and its Applications 514 (January 2019): 56–62. http://dx.doi.org/10.1016/j.physa.2018.09.008.
Full textFa, Kwok Sau. "Fractional Ornstein–Uhlenbeck noise." Annals of Physics 393 (June 2018): 327–34. http://dx.doi.org/10.1016/j.aop.2018.04.019.
Full textDu, Wei, and Le Tong. "Introducing Robust Evolutionary Optimization in Noisy Fractional-Order Systems." International Journal of Bifurcation and Chaos 30, no. 08 (June 30, 2020): 2050119. http://dx.doi.org/10.1142/s0218127420501199.
Full textDissertations / Theses on the topic "Fractional noise"
Walkington, Robert. "New approaches in noise shaping fractional-N synthesis." Thesis, University College London (University of London), 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.406013.
Full textMoshrefi-Torbati, Mohamed. "Fractional calculus and its applications to dynamic systems." Thesis, University of Southampton, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296421.
Full textKapfer, Maëlle. "Dynamic of excitations of the Fractional quantum Hall effect : fractional charge and fractional Josephson frequency." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLS393/document.
Full textIn some quantum matter states, the current may remarkably be transported by carriers that bear a fraction e* of the elementary electron charge. This is the case for the Fractional quantum Hall effect (FQHE) that happens in two-dimensional systems at low temperature under a high perpendicular magnetic field. When the number of magnetic flux in units of h/e is a fraction of the number of electron, a dissipationless current flows along the edges of the sample and is carried by anyons with fractional charge. The observation of the fractional charge is realized through small current fluctuations produced by the granularity of the charge. Here is presented a reliable method to measure the fractional charge by the mean of cross-correlation of current fluctuations. Moreover, the dynamical properties of those charges is probed when the sample is irradiated with photos at GHz frequency. The long predicted Josephson frequency of the fractional charge is measured. Those measurements validate Photoassisted processes in the FQHE and enable timedomain manipulation of fractional charges in order to realize a single anyon source based on levitons to perform tests of the anyonic statistics of fractional charge
Giordano, Luca Maria. "Stochastic equations with fractional noise: continuity in law and applications." Doctoral thesis, Universitat Autònoma de Barcelona, 2020. http://hdl.handle.net/10803/670179.
Full textEl objetivo principal es estudiar la continuidad en la ley de una familia de ecuaciones diferenciales parciales estocásticas. Las ecuaciones consideradas son las ecuaciones estocásticas de calor y ondas, en varios entornos diferentes. Suponemos que el ruido sea ruido blanco en la variable de tiempo y que sea ruido fraccional, dependiendo del parámetro H, en la variable de espacio. Investigamos la dependencia de las ecuaciones del parámetro H, demostrando que son continuas con respecto a él. También mostramos un resultado similar en el marco de la teoría de rough paths, en un entorno unidimensional. En fin, damos una aplicación para esta familia de ruidos fraccionarios: modelamos los precios de la electricidad en el mercado liberalizado italiano de electricidad por medio de un modelo fraccionario.
The main objective is to study the continuity in law of a family of stochastic partial differential equations. The equations considered are the stochastic heat and wave equations, in various different settings. We suppose that the driving noise is white noise in the time variable and it is fractional noise, depending from the parameter H, in the space variable. We investigate the dependence of the equations from the parameter H, proving that they are continuous with respect to it. We also show a similar result in the framework of rough paths theory, in a one dimensional setting. Finally, we give an application for this family of fractional noises: we model the electricity prices in the liberalized Italian electricity market by means of a fractional-driven model.
Neuenkirch, Andreas. "Optimal approximation of stochastic differential equations with additive fractional noise /." Aachen : Shaker, 2006. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015005376&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Full textAllegre, Daniel. "Reducing phase noise and spurious tones in fractional-n synthesizers." Thesis, Manhattan, Kan. : Kansas State University, 2009. http://hdl.handle.net/2097/1684.
Full textJiang, D. "Design techniques for low-noise, high-speed fractional-N frequency synthesisers." Thesis, University College London (University of London), 2009. http://discovery.ucl.ac.uk/17932/.
Full textSkeen, Matthew E. (Matthew Edward). "Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters." Thesis, Massachusetts Institute of Technology, 1991. http://hdl.handle.net/1721.1/42527.
Full textAl-Talibi, Haidar. "On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets." Thesis, Växjö University, School of Mathematics and Systems Engineering, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1762.
Full textIn recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is of great interest for example in telecommunications, hydrology and the generation of artificial landscapes. In fact, Fractional Brownian motion is a basic continuous process through which we show that it is neither a semimartingale nor a Markov process. In this work, we will focus on the path properties of Fractional Brownian motion and will try to check the absence of the property of a semimartingale. The concept of volatility will be dealt with in this work as a phenomenon in finance. Moreover, some statistical method like R/S analysis will be presented. By using these statistical tools we examine the volatility of shares and we demonstrate empirically that there are in fact shares which exhibit a fractal structure different from that of Brownian motion.
Feng, Zijie. "Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375.
Full textBooks on the topic "Fractional noise"
Lütkemeyer, Christian. Konzeption eines Fractionally-Spaced Entzerrers mit quantisierter Rückkopplung und Noise-Whitening. Düsseldorf: VDI Verlag, 1999.
Find full textCheung, Yin-Wong. On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1993.
Find full textAldridge, Irene. Can Humans Dance with Machines? Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190269999.003.0027.
Full textBook chapters on the topic "Fractional noise"
Qian, Hong. "Fractional Brownian Motion and Fractional Gaussian Noise." In Processes with Long-Range Correlations, 22–33. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/3-540-44832-2_2.
Full textSheng, Hu, YangQuan Chen, and TianShuang Qiu. "Analysis of Biocorrosion Electrochemical Noise Using Fractional Order Signal Processing Techniques." In Fractional Processes and Fractional-Order Signal Processing, 189–202. London: Springer London, 2012. http://dx.doi.org/10.1007/978-1-4471-2233-3_9.
Full textLi, Ming. "Noise and Systems of Fractional Order." In Fractal Teletraffic Modeling and Delay Bounds in Computer Communications, 95–107. Boca Raton: CRC Press, 2022. http://dx.doi.org/10.1201/9781003268802-5.
Full textLi, Ming. "Fractional Gaussian Noise and Traffic Modeling." In Fractal Teletraffic Modeling and Delay Bounds in Computer Communications, 109–26. Boca Raton: CRC Press, 2022. http://dx.doi.org/10.1201/9781003268802-6.
Full textLi, Ming. "Generalized Fractional Gaussian Noise and Traffic Modeling." In Fractal Teletraffic Modeling and Delay Bounds in Computer Communications, 127–44. Boca Raton: CRC Press, 2022. http://dx.doi.org/10.1201/9781003268802-7.
Full textBalan, Raluca M. "Recent Advances Related to SPDEs with Fractional Noise." In Seminar on Stochastic Analysis, Random Fields and Applications VII, 3–22. Basel: Springer Basel, 2013. http://dx.doi.org/10.1007/978-3-0348-0545-2_1.
Full textChow, Winston C., and Edward J. Wegman. "Modeling Continuous Time Series Driven by Fractional Gaussian Noise." In Time Series Analysis and Applications to Geophysical Systems, 239–55. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4684-9386-3_13.
Full textGiraitis, L., and D. Surgailis. "On shot noise processes attracted to fractional Lévy motion." In Stable Processes and Related Topics, 261–73. Boston, MA: Birkhäuser Boston, 1991. http://dx.doi.org/10.1007/978-1-4684-6778-9_12.
Full textSateesh, Vishnu Anugrahith, Iti Dutta, Rahul Priyadarshi, and Vijay Nath. "Fractional Frequency Reuse Scheme for Noise-Limited Cellular Networks." In Lecture Notes in Electrical Engineering, 995–1004. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-5546-6_83.
Full textChow, Winston C., and Edward J. Wegman. "Modeling Continuous Time Series Driven by Fractional Gaussian Noise." In Time Series Analysis and Applications to Geophysical Systems, 239–55. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4612-2962-9_13.
Full textConference papers on the topic "Fractional noise"
Manis, George, Matteo Bodini, Massimo W. Rivolta, and Roberto Sassi. "Bubble Entropy of Fractional Gaussian Noise and Fractional Brownian Motion." In 2021 Computing in Cardiology (CinC). IEEE, 2021. http://dx.doi.org/10.23919/cinc53138.2021.9662772.
Full textCrépieux, Adeline. "Photo-assisted shot noise in the fractional quantum Hall regime." In NOISE AND FLUCTUATIONS: 18th International Conference on Noise and Fluctuations - ICNF 2005. AIP, 2005. http://dx.doi.org/10.1063/1.2036799.
Full textVivero, Oskar, and William P. Heath. "Regularised estimators for fractional Gaussian noise." In 2010 49th IEEE Conference on Decision and Control (CDC). IEEE, 2010. http://dx.doi.org/10.1109/cdc.2010.5717764.
Full textDolcini, Fabrizio. "Current Noise in Non-Chiral Luttinger Liquids: Appearance of Fractional Charge." In NOISE AND FLUCTUATIONS: 18th International Conference on Noise and Fluctuations - ICNF 2005. AIP, 2005. http://dx.doi.org/10.1063/1.2036783.
Full textMeade, M. L. "Discrete-time fGn and fBm obtained by fractional summation." In Noise in physical systems and 1/. AIP, 1993. http://dx.doi.org/10.1063/1.44623.
Full textSaichev, Alexander I., and Sergei G. Utkin. "Random walks models with intermediate fractional diffusion asymptotics." In Second International Symposium on Fluctuations and Noise, edited by Zoltan Gingl. SPIE, 2004. http://dx.doi.org/10.1117/12.546833.
Full textAkhtar, Muhammad Tahir, and Muhammad AsifZahoor Raja. "Fractional processing-based active noise control algorithm for impulsive noise." In 2015 IEEE China Summit and International Conference on Signal and Information Processing (ChinaSIP). IEEE, 2015. http://dx.doi.org/10.1109/chinasip.2015.7230352.
Full textOrtigueira, Manuel Duarte, and Arnaldo Guimara˜es Batista. "A New Look at the Fractional Brownian Motion Definition." In ASME 2007 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/detc2007-35218.
Full textNualart, David. "A white noise approach to fractional Brownian motion." In Stochastic Analysis: Classical and Quantum - Perspectives of White Noise Theory. WORLD SCIENTIFIC, 2005. http://dx.doi.org/10.1142/9789812701541_0010.
Full textPaola, Mario Di, Giuseppe Failla, and Antonina Pirrotta. "Fractional Viscoelastic Systems under Normal White Noise." In 6th International Conference on Computational Stochastic Mechanics. Singapore: Research Publishing Services, 2011. http://dx.doi.org/10.3850/978-981-08-7619-7_p023.
Full textReports on the topic "Fractional noise"
Chow, Winston C. Estimation Theory with Fractional Gaussian Noise. Fort Belvoir, VA: Defense Technical Information Center, September 1995. http://dx.doi.org/10.21236/ada301443.
Full textTan, Cheng-Yang. A boostrap algorithm for temporal signal reconstruction in the presence of noise from its fractional Fourier transformed intensity spectra. Office of Scientific and Technical Information (OSTI), February 2011. http://dx.doi.org/10.2172/1009591.
Full textDolan, Daniel H. Limiting noise fraction in PDV measurements. Office of Scientific and Technical Information (OSTI), October 2018. http://dx.doi.org/10.2172/1481558.
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