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We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.

Dynamical Systems · Mathematics 2022-08-09 Leonid A. Bunimovich , Yaofeng Su

Predicting the dynamics of chaotic systems is one of the most challenging tasks for neural networks, and machine learning in general. Here we aim to predict the spatiotemporal chaotic dynamics of a high-dimensional non-linear system. In our…

Machine Learning · Computer Science 2023-09-15 M. Andrecut

Extreme events are characterised by low probabilities and high impact on the systems. As a consequence, it is possible to find many studies about the predictability and suppression of extreme events. In this work, we show the existence of…

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

Data Analysis, Statistics and Probability · Physics 2013-07-01 Shinsuke Koyama

We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian,…

Statistical Mechanics · Physics 2009-11-10 Vlad Elgart , Alex Kamenev

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

The aim of this work is the quantification and prediction of rare events characterized by extreme intensity in nonlinear waves with broad spectra. We consider a one-dimensional non- linear model with deep-water waves dispersion relation,…

Chaotic Dynamics · Physics 2015-01-22 Will Cousins , Themistoklis P. Sapsis

A characteristic feature of complex systems in general is a tight coupling between their constituent parts. In complex socio-economic systems this kind of behavior leads to self-organization, which may be both desirable (e.g. social…

Statistical Finance · Quantitative Finance 2017-03-29 Aleksejus Kononovicius , Vygintas Gontis

It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…

Disordered Systems and Neural Networks · Physics 2014-02-19 Massimo Ostilli

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…

Statistical Mechanics · Physics 2015-09-10 Guy Bunin , Yariv Kafri , Daniel Podolsky

We consider the problem of predicting power outages in an electrical power grid due to hazards produced by convective storms. These storms produce extreme weather phenomena such as intense wind, tornadoes and lightning over a small area. In…

Artificial Intelligence · Computer Science 2018-05-22 Roope Tervo , Joonas Karjalainen , Alexander Jung

Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic…

Information Theory · Computer Science 2012-10-10 Ali Tajer , H. Vincent Poor

It is found that Lorenz systems can be unidirectionally coupled such that the chaos expands from the drive system. This is true if the response system is not chaotic, but admits a global attractor, an equilibrium or a cycle. The extension…

Chaotic Dynamics · Physics 2015-10-28 Marat Akhmet , Mehmet Onur Fen

This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…

Probability · Mathematics 2024-06-06 Joe Jackson , Antonios Zitridis

Identifying and suppressing unknown disturbances to dynamical systems is a problem with applications in many different fields. Here we present a model-free method to identify and suppress an unknown disturbance to an unknown system based…

Systems and Control · Electrical Eng. & Systems 2024-08-22 Juan G. Restrepo , Clayton P. Byers , Per Sebastian Skardal

Large deviations in chaotic dynamics have potentially significant and dramatic consequences. We study large deviations of series of finite lengths $N$ generated by chaotic maps. The distributions generally display an exponential decay with…

Chaotic Dynamics · Physics 2022-10-21 Naftali R. Smith

Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of $10^{-3}$ or less) of occurring according to a probability model. In the context of uncertainty…

Computation · Statistics 2015-08-21 James L. Beck , Konstantin M. Zuev

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…

Machine Learning · Statistics 2017-08-17 Hossein Soleimani , James Hensman , Suchi Saria

For statistics of rare events in systems obeying a large-deviation principle, the rate function is a key quantity. When numerically estimating the rate function one is always restricted to finite system sizes. Thus, if the interest is in…

Data Analysis, Statistics and Probability · Physics 2024-12-06 Peter Werner , Alexander K. Hartmann

We consider the general problem of estimating probabilities which arise as a union of dependent events. We propose a flexible series of estimators for such probabilities, and describe variance reduction schemes applied to the proposed…

Probability · Mathematics 2016-10-10 Lars Nørvang Andersen , Patrick J. Laub , Leonardo Rojas-Nandayapa
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