The Random and Fluctuating World最新文献

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SHOT NOISE SUPPRESSION IN INDIVIDUAL AND SERIES ARRAYS OF MAGNETIC TUNNEL JUNCTIONS 磁隧道结单列和串联阵列的散粒噪声抑制
The Random and Fluctuating World Pub Date : 2011-12-01 DOI: 10.1142/S0219477511000648
Aisha Gokce, Ryan Stearrett, E. Nowak, C. Nordman
{"title":"SHOT NOISE SUPPRESSION IN INDIVIDUAL AND SERIES ARRAYS OF MAGNETIC TUNNEL JUNCTIONS","authors":"Aisha Gokce, Ryan Stearrett, E. Nowak, C. Nordman","doi":"10.1142/S0219477511000648","DOIUrl":"https://doi.org/10.1142/S0219477511000648","url":null,"abstract":"Charge-current shot noise is investigated in single magnetic tunnel junctions and devices having multiple junctions that are connected in series. The ratio of the measured shot noise in single junctions to the expected Poisson value, namely the Fano factor, F, is observed to vary from 1 to well below 0.5. Deviations from F = 1 are attributed to localized states (defects) located in the tunnel barrier or at the interfaces with the magnetic electrodes. For series arrays of junctions, the Fano factor scales inversely with the number (1 ≤ N ≤ 30) of junctions in series, even for junctions exhibiting sub-Poissonian (F < 1) shot noise. The 1/N scaling is consistent with the incoherent tunneling of electrons across junctions and indicates that each junction behaves as an individual noise source. The advantages of incorporating series arrays of magnetic tunnel junctions into devices for magnetic field sensing are discussed.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125281319","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
THE ORTHOGONAL V-SYSTEM DETRENDED FLUCTUATION ANALYSIS 正交v系无趋势波动分析
The Random and Fluctuating World Pub Date : 2011-06-01 DOI: 10.1142/S0219477511000491
Aijing Lin, Pengjian Shang, Hui Ma
{"title":"THE ORTHOGONAL V-SYSTEM DETRENDED FLUCTUATION ANALYSIS","authors":"Aijing Lin, Pengjian Shang, Hui Ma","doi":"10.1142/S0219477511000491","DOIUrl":"https://doi.org/10.1142/S0219477511000491","url":null,"abstract":"The Detrended Fluctuation Analysis (DFA) and its extensions (MF-DFA) have been proposed as robust techniques to determine possible long-range correlations in self-affine signals. However, many studies have reported the susceptibility of DFA to trends which give rise to spurious crossovers and prevent reliable estimations of the scaling exponents. Lately, several modifications of the DFA method have been reported with many different techniques for eliminating the monotonous and periodic trends. In this study, a smoothing algorithm based on the Orthogonal V-system (OVS) is proposed to minimize the effect of power-law trends, periodic trends, assembled trends and piecewise function trends. The effectiveness of the new method is demonstrated on monofractal data and multifractal data corrupted with different trends.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116442494","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A NEW APPROACH TO THE TREATMENT OF SEPARATRIX CHAOS 分离矩阵混沌处理的新方法
The Random and Fluctuating World Pub Date : 2009-05-04 DOI: 10.1063/1.3140446
S. Soskin, R. Mannella, O. Yevtushenko, I. Khovanov, P. McClintock
{"title":"A NEW APPROACH TO THE TREATMENT OF SEPARATRIX CHAOS","authors":"S. Soskin, R. Mannella, O. Yevtushenko, I. Khovanov, P. McClintock","doi":"10.1063/1.3140446","DOIUrl":"https://doi.org/10.1063/1.3140446","url":null,"abstract":"We review an approach to separatrix chaos that has allowed us to solve some significant problems by: (i) finding analytically the maximum width of the chaotic layer, a problem that lay unsolved for 40 years, and showing that the maximum may be much larger than had previously been assumed; (ii) describing the drastic facilitation of the onset of global chaos between neighboring separatrices, a phenomenon discovered eight years ago.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130031376","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
PROTOCOLS FOR DISTRIBUTING KEY STRINGS BASED ON PHASE AND INTENSITY FLUCTUATION 基于相位和强度波动的密钥串分配协议
The Random and Fluctuating World Pub Date : 2008-12-01 DOI: 10.1142/S0219477508005057
Ajung Kim
{"title":"PROTOCOLS FOR DISTRIBUTING KEY STRINGS BASED ON PHASE AND INTENSITY FLUCTUATION","authors":"Ajung Kim","doi":"10.1142/S0219477508005057","DOIUrl":"https://doi.org/10.1142/S0219477508005057","url":null,"abstract":"A cryptology protocol for key distribution using phase and intensity fluctuation is proposed. It provides ways to detect the extent of eavesdropping. Detecting test factors and system design rules are suggested and the performances are analyzed for various signal keyings and cryptofunctions. It has a wide range of implementations, including the use of additive white Gaussian noise, background noise, and polarization modification in wire/wireless and optical communications.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128479923","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
USE OF THE ONE-AND-A-HALF-SPECTRUM TO DETERMINE BARKHAUSEN NOISE ASYMMETRY 利用一个半谱来确定巴克豪森噪声的不对称性
The Random and Fluctuating World Pub Date : 2007-03-01 DOI: 10.1142/S0219477507003659
A. C. Mills, M. Weissman, G. Durin
{"title":"USE OF THE ONE-AND-A-HALF-SPECTRUM TO DETERMINE BARKHAUSEN NOISE ASYMMETRY","authors":"A. C. Mills, M. Weissman, G. Durin","doi":"10.1142/S0219477507003659","DOIUrl":"https://doi.org/10.1142/S0219477507003659","url":null,"abstract":"We demonstrate the use of the one-and-a-half spectrum as a way of looking at the time-asymmetry of Barkhausen noise. This method is of particular value because it allows us to look in the regime where individual Barkhausen pulses are no longer distinguishable. We use the one-and-a-half spectrum on Barkhausen data from two different ferromagnetic samples and find asymmetries in the noise of both. The magnitude of the asymmetry is different in the two samples and we find no clear change in the asymmetry when we move from the regime of well-separated jumps at low field rate to the continuous fluctuating signal at higher rates.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115204396","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
METHODS OF ELECTROCHEMICAL NOISE ANALYSIS FOR INVESTIGATION OF CORROSION PROCESSES 研究腐蚀过程的电化学噪声分析方法
The Random and Fluctuating World Pub Date : 2006-06-01 DOI: 10.1142/S0219477506003252
J. Smulko
{"title":"METHODS OF ELECTROCHEMICAL NOISE ANALYSIS FOR INVESTIGATION OF CORROSION PROCESSES","authors":"J. Smulko","doi":"10.1142/S0219477506003252","DOIUrl":"https://doi.org/10.1142/S0219477506003252","url":null,"abstract":"Electrochemical corrosion processes can be investigated by observation of charge flows between the electrolyte and the corroding metal. Usually, the charge flows are observed as spontaneous current and voltage fluctuations (electrochemical noise) in a three-electrode setup. Different types of corrosion processes can be recognized by electrochemical noise analysis. Uniform corrosion rate can be evaluated by estimation of polarization resistance between the metal and electrolyte. Local corrosion events (breakdowns of the passive layer) that produce characteristic transients observed in noise can be detected as well. Different methods of electrochemical noise analysis are presented in a brief review. The limitations and advantages of the proposed methods for corrosion monitoring and research are underlined. The experimental results are also discussed.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133665745","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 16
PROTECTION AGAINST THE MAN-IN-THE-MIDDLE-ATTACK FOR THE KIRCHHOFF-LOOP-JOHNSON(-LIKE)-NOISE CIPHER AND EXPANSION BY VOLTAGE-BASED SECURITY 基于电压安全的kirchhoff -环路-约翰逊(类似)噪声密码和扩展的防中间人攻击保护
The Random and Fluctuating World Pub Date : 2005-12-19 DOI: 10.1142/S0219477506003148
L. Kish
{"title":"PROTECTION AGAINST THE MAN-IN-THE-MIDDLE-ATTACK FOR THE KIRCHHOFF-LOOP-JOHNSON(-LIKE)-NOISE CIPHER AND EXPANSION BY VOLTAGE-BASED SECURITY","authors":"L. Kish","doi":"10.1142/S0219477506003148","DOIUrl":"https://doi.org/10.1142/S0219477506003148","url":null,"abstract":"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.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123773177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 36
LOCATING CRITICAL LINES IN HIGH-VOLTAGE ELECTRICAL POWER GRIDS 高压电网关键线路的定位
The Random and Fluctuating World Pub Date : 2005-06-01 DOI: 10.1142/S0219477505002562
P. Crucitti, V. Latora, Massimo Marchiori
{"title":"LOCATING CRITICAL LINES IN HIGH-VOLTAGE ELECTRICAL POWER GRIDS","authors":"P. Crucitti, V. Latora, Massimo Marchiori","doi":"10.1142/S0219477505002562","DOIUrl":"https://doi.org/10.1142/S0219477505002562","url":null,"abstract":"Electrical power grids are among the infrastructures that are attracting a great deal of attention because of their intrinsic criticality. Here we analyze the topological vulnerability and improvability of the spanish 400 kV, the french 400 kV and the italian 380 kV power transmission grids. For each network we detect the most critical lines and suggest how to improve the connectivity.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125200644","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 34
THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES 流动性波动在决定价格大变动中的关键作用
The Random and Fluctuating World Pub Date : 2005-06-01 DOI: 10.1142/S0219477505002574
F. Lillo, J. Farmer
{"title":"THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES","authors":"F. Lillo, J. Farmer","doi":"10.1142/S0219477505002574","DOIUrl":"https://doi.org/10.1142/S0219477505002574","url":null,"abstract":"Recent empirical analyses have shown that liquidity fluctuations are important for understanding large price changes of financial assets. These liquidity fluctuations are quantified by gaps in the order book, corresponding to blocks of adjacent price levels containing no quotes. Here we study the statistical properties of the state of the limit order book for 16 stocks traded at the London Stock Exchange (LSE). We show that the time series of the first three gaps are characterized by fat tails in the probability distribution and are described by long memory processes.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116840843","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
GENERALIZED WIENER PROCESS AND KOLMOGOROV’S EQUATION FOR DIFFUSION INDUCED BY NON-GAUSSIAN NOISE SOURCE 非高斯噪声源诱导扩散的广义维纳过程和kolmogorov方程
The Random and Fluctuating World Pub Date : 2005-05-11 DOI: 10.1142/S0219477505002641
A. Dubkov, Bernardo Spagnol
{"title":"GENERALIZED WIENER PROCESS AND KOLMOGOROV’S EQUATION FOR DIFFUSION INDUCED BY NON-GAUSSIAN NOISE SOURCE","authors":"A. Dubkov, Bernardo Spagnol","doi":"10.1142/S0219477505002641","DOIUrl":"https://doi.org/10.1142/S0219477505002641","url":null,"abstract":"We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for non-Gaussian white noise we derive directly from Langevin equation, with such a random source, the Kolmogorov's equation for Markovian non-Gaussian process. From this equation we obtain the Fokker–Planck equation for nonlinear system driven by white Gaussian noise, the Kolmogorov–Feller equation for discontinuous Markovian processes, and the fractional Fokker–Planck equation for anomalous diffusion. The stationary probability distributions for some simple cases of anomalous diffusion are derived.","PeriodicalId":191232,"journal":{"name":"The Random and Fluctuating World","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114074695","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 31
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