Related papers: Large deviations for conditional guesswork
The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…
What is the minimum number of guesses needed on average to correctly guess a realization of a random variable? The answer to this question led to the introduction of the notion of a quantity called guesswork by Massey in 1994, which can be…
In 1994, Jim Massey proposed the guessing entropy as a measure of the difficulty that an attacker has to guess a secret used in a cryptographic system, and established a well-known inequality between entropy and guessing entropy. Over 15…
The problem of guessing a random string is revisited. A close relation between guessing and compression is first established. Then it is shown that if the sequence of distributions of the information spectrum satisfies the large deviation…
The following learning problem arises naturally in various applications: Given a finite sample from a categorical or count time series, can we learn a function of the sample that (nearly) maximizes the probability of correctly guessing the…
Let $M_{l,n}$ be the number of blocks with frequency $l$ in the exchangeable random partition induced by a sample of size $n$ from the Ewens-Pitman sampling model. We show that, as $n$ tends to infinity, $n^{-1}M_{l,n}$ satisfies a large…
We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…
A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…
This paper investigates guesswork over ordered statistics and formulates the achievable guesswork complexity of ordered statistics decoding (OSD) in binary additive white Gaussian noise (AWGN) channels. The achievable guesswork complexity…
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.
Error probability is a popular and well-studied optimization criterion in discriminating non-orthogonal quantum states. It captures the threat from an adversary who can only query the actual state once. However, when the adversary is able…
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…
We introduce the study of information leakage through \emph{guesswork}, the minimum expected number of guesses required to guess a random variable. In particular, we define \emph{maximal guesswork leakage} as the multiplicative decrease,…
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…
Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…
We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large…
In this paper we introduce and study renewal-reward processes in random environments where each renewal involves a reward taking values in a Banach space. We derive quenched large deviation principles and identify the associated rate…
We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…