NoiseNoise is unwanted sound considered unpleasant, loud, or disruptive to hearing. From a physics standpoint, there is no distinction between noise and desired sound, as both are vibrations through a medium, such as air or water. The difference arises when the brain receives and perceives a sound. Acoustic noise is any sound in the acoustic domain, either deliberate (e.g., music or speech) or unintended. In contrast, noise in electronics may not be audible to the human ear and may require instruments for detection.
Minimum-variance unbiased estimatorIn statistics a minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. For practical statistics problems, it is important to determine the MVUE if one exists, since less-than-optimal procedures would naturally be avoided, other things being equal. This has led to substantial development of statistical theory related to the problem of optimal estimation.
Noise reductionNoise reduction is the process of removing noise from a signal. Noise reduction techniques exist for audio and images. Noise reduction algorithms may distort the signal to some degree. Noise rejection is the ability of a circuit to isolate an undesired signal component from the desired signal component, as with common-mode rejection ratio. All signal processing devices, both analog and digital, have traits that make them susceptible to noise.
SimulationA simulation is the imitation of the operation of a real-world process or system over time. Simulations require the use of models; the model represents the key characteristics or behaviors of the selected system or process, whereas the simulation represents the evolution of the model over time. Often, computers are used to execute the simulation. Simulation is used in many contexts, such as simulation of technology for performance tuning or optimizing, safety engineering, testing, training, education, and video games.
Infinitesimal generator (stochastic processes)In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity conditions) is a Fourier multiplier operator that encodes a great deal of information about the process. The generator is used in evolution equations such as the Kolmogorov backward equation, which describes the evolution of statistics of the process; its L2 Hermitian adjoint is used in evolution equations such as the Fokker–Planck equation, also known as Kolmogorov forward equation, which describes the evolution of the probability density functions of the process.
Colors of noiseIn audio engineering, electronics, physics, and many other fields, the color of noise or noise spectrum refers to the power spectrum of a noise signal (a signal produced by a stochastic process). Different colors of noise have significantly different properties. For example, as audio signals they will sound differently to human ears, and as they will have a visibly different texture. Therefore, each application typically requires noise of a specific color.
Shot noiseShot noise or Poisson noise is a type of noise which can be modeled by a Poisson process. In electronics shot noise originates from the discrete nature of electric charge. Shot noise also occurs in photon counting in optical devices, where shot noise is associated with the particle nature of light. In a statistical experiment such as tossing a fair coin and counting the occurrences of heads and tails, the numbers of heads and tails after many throws will differ by only a tiny percentage, while after only a few throws outcomes with a significant excess of heads over tails or vice versa are common; if an experiment with a few throws is repeated over and over, the outcomes will fluctuate a lot.
Uniform convergenceIn the mathematical field of analysis, uniform convergence is a mode of convergence of functions stronger than pointwise convergence. A sequence of functions converges uniformly to a limiting function on a set as the function domain if, given any arbitrarily small positive number , a number can be found such that each of the functions differs from by no more than at every point in .
Convergence of random variablesIn probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied.
Persistent data structureIn computing, a persistent data structure or not ephemeral data structure is a data structure that always preserves the previous version of itself when it is modified. Such data structures are effectively immutable, as their operations do not (visibly) update the structure in-place, but instead always yield a new updated structure. The term was introduced in Driscoll, Sarnak, Sleator, and Tarjans' 1986 article. A data structure is partially persistent if all versions can be accessed but only the newest version can be modified.
