نتایج جستجو برای: shot noise
تعداد نتایج: 209343 فیلتر نتایج به سال:
We have investigated key statistical properties of systems that can be described by the filtering of shot noise in put through a first-order Ordinary Di↵erential Equation (ODE) with variable coe cients. Such systems give rise to filtered shot noise processes with multiplicative noise. Filtered shot noise processes have proven to be very e↵ective in modelling the evolution of systems exposed to...
We consider a risk process Rt where the claim arrival process is a superposition of a homogeneous Poisson process and a Cox process with a Poisson shot noise intensity process, capturing the effect of sudden increases of the claim intensity due to external events. The distribution of the aggregate claim size is investigated under these assumptions. For both light-tailed and heavy-tailed claim s...
We discuss the diierent ways heavy tails can arise in shot noise models and possible applications of the latter to nancial modeling.
A quantum analysis of intensity fluctuations for the above-threshold parametric four-wave mixing in a cavity, driven by two laser fields, is presented. A new possibility for the reduction of quantum fluctuations below the shot-noise level in the sum of intensities of two cavity-output coupled beams at the driving field frequencies is predicted. The calculation of the corresponding interbeam sec...
This article proposes a model for stock prices which incorporates shot-noise effects. This means, that sudden jumps in the stock price are allowed, but their effect may decline as time passes by. Our model is general enough to capture arbitrary effects of this type. Generalizing previous approaches to shot-noise we in particular allow the decay to be stochastic. This model describes an incomple...
A semiclassical theory is developed for time-dependent current fluctuations in mesoscopic conductors. The theory is based on the Boltzmann-Langevin equation for a degenerate electron gas. The low-frequency shot-noise power is related to classical transmission probabilities at the Fermi level. For a disordered conductor with impurity scattering, it is shown how the shot noise crosses over from z...
iNe consider a class of proposed gravitational wave detectors based on multiple atomic interferometers separated by large baselines and referenced by common laser systems. We compute the sensitivity limits of these detectors due to intrinsic phase noise of the light sources, non-inertial motion of the light sources, and atomic shot noise and compare them to sensitivity limits for traditional li...
In Gauissian-modulated coherent-state quantum key distribution, the measurement of quadratures of coherent states is performed by using homodyne detector. However, the existing detectors usually suffer from narrow band. Here we present a method to design a high-speed shot-noise-limited balanced homodyne detector. A 300 MHz bandwidth detector was experimentally tested and the level of shot noise...
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