Related papers: Multi-point Gaussian states, quadratic-exponential…
In this contribution, we derive ILEG, an iterative algorithm to find risk sensitive solutions to nonlinear, stochastic optimal control problems. The algorithm is based on a linear quadratic approximation of an exponential risk sensitive…
Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…
The quantum-critical properties of the transverse-field Ising model with algebraically decaying interactions are investigated by means of stochastic series expansion quantum Monte Carlo, on both the one-dimensional linear chain and the…
The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…
Inferring a decision maker's utility function typically involves an elicitation phase where the decision maker responds to a series of elicitation queries, followed by an estimation phase where the state-of-the-art is to either fit the…
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
We develop a form factor approach to the study of dynamical correlation functions of quantum integrable models in the critical regime. As an example, we consider the quantum non-linear Schr\"odinger model. We derive long-distance/long-time…
We consider in this paper a Gaussian sequence model of observations $Y_i$, $i\geq 1$ having mean (or signal) $\theta_i$ and variance $\sigma_i$ which is growing polynomially like $i^\gamma$, $\gamma >0$. This model describes a large panel…
This paper extends applications of the quantum small gain and Popov methods from existing results on robust stability to performance analysis results for a class of uncertain quantum systems. This class of systems involves a nominal linear…
This paper is concerned with quantum harmonic oscillators consisting of a quantum plant and a directly coupled coherent quantum observer. We employ discounted quadratic performance criteria in the form of exponentially weighted time…
Bosonic Gaussian unitaries are fundamental building blocks of central continuous-variable quantum technologies such as quantum-optic interferometry and bosonic error-correction schemes. In this work, we present the first time-efficient…
We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design a novel recursive estimator that requires $O(1)$…
The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating an unknown nonparametric regression. %\cite{GaPe1}. We prove that this procedure is asymptotically efficient for a…
Quantum many-body systems involving bosonic modes or gauge fields have infinite-dimensional local Hilbert spaces which must be truncated to perform simulations of real-time dynamics on classical or quantum computers. To analyze the…
In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
Reducing the impact of errors and decoherence in near-term quantum computers, such as noisy intermediate-scale quantum (NISQ) devices, is critical for their practical implementation. These factors significantly limit the applicability of…
Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative risks through probabilistic limit theorems. By ensuring the…
In this paper we prove the asymptotic efficiency of the model selection procedure proposed by the authors in the first part. To this end we introduce the robust risk as the least upper bound of the quadratical risk over a broad class of…
Gaussian quantum states of bosonic systems are an important class of states. In particular, they play a key role in quantum optics as all processes generated by Hamiltonians up to second order in the field operators (i.e. linear optics and…