منابع مشابه
Pervasive white and colored noise removing from magnetotelluric time series
Magnetotellurics is an exploration method which is based on measurement of natural electric and magnetic fields of the Earth and is increasingly used in geological applications, petroleum industry, geothermal sources detection and crust and lithosphere studies. In this work, discrete wavelet transform of magnetotelluric signals was performed. Discrete wavelet transform decomposes signals into c...
متن کاملKramers' law for a bistable system with time-delayed noise.
We demonstrate that the classical Kramers' escape problem can be extended to describe a bistable system under the influence of noise consisting of the superposition of a white Gaussian noise with the same noise delayed by time tau . The distribution of times between two consecutive switches decays piecewise exponentially, and the switching rates for 0<t<tau and tau<t<2tau are calculated analyti...
متن کاملCredit dynamics in a first passage time model with jumps
The payoff of many credit derivatives depends on the level of credit spreads. In particular, the payoff of credit derivatives with a leverage component is sensitive to jumps in the underlying credit spreads. In the framework of first passage time models we extend the model introduced in [Overbeck and Schmidt, 2005] to address these issues. In the extended a model, a credit quality process is dr...
متن کاملFirst passage time distribution in heterogeneity controlled kinetics: going beyond the mean first passage time
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening series of new results focusing mostly on the so-called mean and global first passage time (MFPT and GFPT, respectively) of such processes. Here we push the un...
متن کاملControlling noise in the timing of intracellular events: A first-passage time approach
In the noisy cellular environment, gene products are subject to inherent random fluctuations in copy numbers over time. How cells ensure precision in the timing of key intracellular events, in spite of such stochasticity is an intriguing fundamental problem. We formulate event timing as a first-passage time problem, where an event is triggered when the level of a protein crosses a critical thre...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review A
سال: 1989
ISSN: 0556-2791
DOI: 10.1103/physreva.40.2120