Related papers: Large deviation theory to model systems under an e…
In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data…
We introduce a novel generalization of entropy and conditional entropy from which most definitions from the literature can be derived as particular cases. Within this general framework, we investigate the problem of designing…
This paper explores the decentralized control of linear deterministic systems in which different controllers operate based on distinct state information, and extends the findings to the output feedback scenario. Assuming the controllers…
We introduce and solve a general model of dynamic response under external perturbations. This model captures a wide range of systems out of equilibrium including Ising models of physical systems, social opinions, and population genetics.…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
Distributed systems, such as biological and artificial neural networks, process information via complex interactions engaging multiple subsystems, resulting in high-order patterns with distinct properties across scales. Investigating how…
In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
In this thesis we aim to analyze and quantify the energetic and information contents that can be extracted from a dynamical system subject to the external environment. The latter is usually assumed to be deleterious for the feasibility of…
We derive a thermodynamic uncertainty relation (TUR) under quantum continuous measurement and feedback control. By incorporating the quantum-classical-transfer entropy, which quantifies the information gained by continuous measurement, we…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
We complete the first step towards the resolution of several decades-old challenges in disturbance-robust adaptive control. For a scalar linear system with an unknown parameter for which no a priori bound is given, with a disturbance that…
In this short note, we propose a new and short approach to polynomial escape rates, which can be applied to various open systems with intermittency. The tool of our approach is the maximal large deviations developed in \cite{mldp}.
We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…
We discuss a method to solve models with long-range interactions in the microcanonical and canonical ensemble. The method closely follows the one introduced by Ellis, Physica D 133, 106 (1999), which uses large deviation techniques. We show…
We review with a tutorial scope the information theory foundations of quantum statistical physics. Only a small proportion of the variables that characterize a system at the microscopic scale can be controlled, for both practical and…
The foremost aim of this study is to investigate the influence of time-delayed feedback on extreme events in a non-polynomial system with velocity dependent potential. To begin, we investigate the effect of this feedback on extreme events…