Related papers: On the Relationship between Mutual Information and…
Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…
The non-Markovianity of open quantum system dynamics is often associated with the bidirectional interchange of information between the system and its environment, and it is thought to be a resource for various quantum information tasks. We…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…
We deal with the problem of the mean square optimal estimation of linear transformations of the unobserved values of a continuous time stochastic process with periodically correlated increments. Estimates are based on observations of the…
Sensing performance is typically evaluated by classical radar metrics, such as Cramer-Rao bound and signal-to-clutter-plus-noise ratio. The recent development of the integrated sensing and communication (ISAC) framework motivated the…
In this paper, we propose a novel framework for the joint identification of system dynamics and noise covariance in linear systems, under general noise distributions beyond Gaussian. Specifically, we would like to simultaneously estimate…
We develop numerical and analytical approaches to calculate mutual information between complete paths of two molecular components embedded into a larger reaction network. In particular, we focus on a continuous-time Markov chain formalism,…
Existing theory of momentum assumes that gradients arrive at every parameter at a roughly constant rate, an assumption violated in practice by heavy-tailed data distributions and modern architectures. We theoretically analyze the dynamics…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…
The game dynamical equations are derived from Boltzmann-like equations for individual pair interactions by assuming a certain kind of imitation behavior, the so-called proportional imitation rule. They can be extended to a stochastic…
A relationship between the Fisher information and the characteristic function is established with the help of two inequalities. A necessary and sufficient condition for equality is found. These results are used to determine the asymptotic…
We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…
An additive noise channel is considered, in which the distribution of the noise is nonparametric and unknown. The problem of learning encoders and decoders based on noise samples is considered. For uncoded communication systems, the problem…
This paper considers the distributed sparse identification problem over wireless sensor networks such that all sensors cooperatively estimate the unknown sparse parameter vector of stochastic dynamic systems by using the local information…
Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…