Related papers: A large deviation perspective on ratio observables…
Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value…
The relation between rate distortion function (RDF) and Bayesian filtering theory is discussed. The relation is established by imposing a causal or realizability constraint on the reconstruction conditional distribution of the RDF, leading…
This article suggests that deterministic Gradient Descent, which does not use any stochastic gradient approximation, can still exhibit stochastic behaviors. In particular, it shows that if the objective function exhibit multiscale…
This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…
We consider the problem of certified robustness for sequence classification against edit distance perturbations. Naturally occurring inputs of varying lengths (e.g., sentences in natural language processing tasks) present a challenge to…
We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…
We obtain the large deviation function for entropy production of the medium and its distribution function for two-site totally asymmetric simple exclusion process(TASEP) and three-state unicyclic network. Since such systems are described…
We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…
This paper is devoted to testing time series that exhibit behavior related to two or more regimes with different statistical properties. Motivation of our study are two real data sets from plasma physics with observable two-regimes…
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…
We present measurements of the azimuthal orientation {\theta}(t) and thermal amplitude {\delta}(t) of the large-scale circulation (LSC) of turbulent rotating convection within an unprecedented large Rossby number range 1<Ro<314. Results of…
The joint nonanticipative rate distortion function (NRDF) for a tuple of random processes with individual fidelity criteria is considered. Structural properties of optimal test channel distributions are derived. Further, for the application…
Stochastic resetting, a diffusive process whose amplitude is "reset" to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. We here generalize the resetting step by…
In this paper, a new fractional step method is proposed for simulating stiff and nonstiff chemically reacting flows. In stiff cases, a well-known spurious numerical phenomenon, i.e. the incorrect propagation speed of discontinuities, may be…
A key objective of the smart grid is to improve reliability of utility services to end users. This requires strengthening resilience of distribution networks that lie at the edge of the grid. However, distribution networks are exposed to…
We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…
We compute probability distributions of trajectory observables for reversible and irreversible growth processes. These results reveal a correspondence between reversible and irreversible processes, at particular points in parameter space,…
We study the generalized efficiency of an adiabatically rocked ratchet with both spatial and temporal asymmetry. We obtain an analytical expression for the generalized efficiency in the deterministic case. Generalized efficiency of the…
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…
In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…