Related papers: Large Deviations and Information theory for Sub-Cr…
The "large p, small n" paradigm arises in microarray studies, where expression levels of thousands of genes are monitored for a small number of subjects. There has been an increasing demand for study of asymptotics for the various…
We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow…
We consider the problem of learning the interaction strength between the nodes of a network based on dependent binary observations residing on these nodes, generated from a Markov Random Field (MRF). Since these observations can possibly be…
We study the asymptotic law of a network of interacting neurons when the number of neurons becomes infinite. The dynamics of the neurons is described by a set of stochastic differential equations in discrete time. The neurons interact…
We apply large deviations theory to study asymptotic performance of running consensus distributed detection in sensor networks. Running consensus is a stochastic approximation type algorithm, recently proposed. At each time step k, the…
For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretization via the temporal accelerated exponential Euler method,…
An important problem in space-time adaptive detection is the estimation of the large p-by-p interference covariance matrix from training signals. When the number of training signals n is greater than 2p, existing estimators are generally…
We consider distributed detection problems over adaptive networks, where dispersed agents learn continually from streaming data by means of local interactions. The simultaneous requirements of adaptation and cooperation are achieved by…
Let $\Xi$ be the adjacency matrix of an Erd\H{o}s-R\'enyi graph on $n$ vertices and with parameter $p$ and consider $A$ a $n\times n$ centered random symmetric matrix with bounded i.i.d. entries above the diagonal. When the mean degree $np$…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
An asymptotic technique is presented to characterize the bits/symbol achievable on a representative wireless link in a spatially distributed network with active interferers at correlated positions, N receive diversity branches, and linear…
In \cite{FTD1}, we proved the almost sure convergence of eigenvalues of the SYK model, which can be viewed as a type of \emph{law of large numbers} in probability theory; in \cite{FTD2}, we proved that the linear statistic of eigenvalues…
We consider a distributed detection problem where measurements at each sensor follow a general parametric distribution. The network does not have a central processing unit or fusion center (FC). Thus, each node takes some measurements, does…
In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…
We study the asymptotic law of a network of interacting neurons when the number of neurons becomes infinite. Given a completely connected network of firing rate neurons in which the synaptic weights are Gaussian correlated random variables,…
We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…
We numerically investigate the dynamics of an SIR model with infection level-based lockdowns on Small-World networks. Using a large-deviation approach, namely the Wang-Landau algorithm, we study the distribution of the cumulative fraction…
We prove a sample path large deviation principle (LDP) with sub-linear speed for unbounded functionals of certain Markov chains induced by the Lindley recursion. The LDP holds in the Skorokhod space $\mathbb{D}[0,T]$ equipped with the…
In this article we prove a Generalized Asypmtotic Equipartition Property for Networked Data Structures modelled as coloured random graphs. The main techniques in this article remains large deviation principles for suitably defined empirical…
Given an independent and identically distributed source $X = \{X_i \}_{i=1}^{\infty}$ with finite Shannon entropy or differential entropy (as the case may be) $H(X)$, the non-asymptotic equipartition property (NEP) with respect to $H(X)$ is…