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In this paper, we develop {finite-time horizon} causal filters using the nonanticipative rate distortion theory. We apply the {developed} theory to {design optimal filters for} time-varying multidimensional Gauss-Markov processes, subject…

Information Theory · Computer Science 2017-02-13 Photios A. Stavrou , Themistoklis Charalambous , Charalambos D. Charalambous , Sergey Loyka

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Resolving frequencies in a time-dependent field is classically limited by the measurement bandwidth. Using tools from quantum metrology and quantum control may overcome this limit, yet the full advantage afforded by entanglement so far…

Quantum Physics · Physics 2025-09-03 Anirban Dey , Sara Mouradian , Cosmo Lupo , Zixin Huang

We discuss the disturbance by measurements which unambiguously discriminate between given candidate states. We prove that such an optimal measurement necessarily changes distinguishable states indistinguishable when the inconclusive outcome…

Quantum Physics · Physics 2018-03-14 Ryuitiro Kawakubo , Tatsuhiko Koike

Classical probabilistic models of (noisy) quantum systems are not only relevant for understanding the non-classical features of quantum mechanics, but they are also useful for determining the possible advantage of using quantum resources…

Quantum Physics · Physics 2020-03-16 Iman Marvian

Concentration inequalities are widely used for analyzing machine learning algorithms. However, current concentration inequalities cannot be applied to some of the most popular deep neural networks, notably in natural language processing.…

Machine Learning · Statistics 2021-03-22 Rémy Garnier , Raphaël Langhendries

Measuring the power spectral density of a stochastic process, such as a stochastic force or magnetic field, is a fundamental task in many sensing applications. Quantum noise is becoming a major limiting factor to such a task in future…

Dephasing is a prominent noise mechanism that afflicts quantum information carriers, and it is one of the main challenges towards realizing useful quantum computation, communication, and sensing. Here we consider discrimination and…

Quantum Physics · Physics 2024-06-11 Zixin Huang , Ludovico Lami , Mark M. Wilde

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

We provide evidence that the uncertainty in detection of small and deterministic phase-shift deviations from a working point can be lower than the Heisenberg bound, for fixed finite mean number of photons. We achieve that by exploiting…

Quantum Physics · Physics 2012-09-28 Ángel Rivas , Alfredo Luis

Recently, the notion of a quantum acceleration limit has been proposed for any unitary time evolution of quantum systems governed by arbitrary nonstationary Hamiltonians. This limit articulates that the rate of change over time of the…

Quantum Physics · Physics 2026-05-29 Carlo Cafaro , Walid Redjem , Paul M. Alsing , Newshaw Bahreyni , Christian Corda

We investigate different quantum parameter estimation scenarios in the presence of noise, and identify optimal probe states. For frequency estimation of local Hamiltonians with dephasing noise, we determine optimal probe states for up to 70…

Quantum Physics · Physics 2014-08-10 F. Fröwis , M. Skotiniotis , B. Kraus , W. Dür

We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…

Probability · Mathematics 2025-04-25 Shyam Popat

The dynamics of many open quantum systems are described by stochastic master equations. In the discrete-time case, we recall the structure of the derived quantum filter governing the evolution of the density operator conditioned to the…

Optimization and Control · Mathematics 2015-03-23 Pierre Six , Philippe Campagne-Ibarcq , Landry Bretheau , Benjamin Huard , Pierre Rouchon

Non-classical states of light find applications in enhancing the performance of optical interferometric experiments, with notable example of gravitational wave-detectors. Still, the presence of decoherence hinders significantly the…

Quantum Physics · Physics 2018-08-17 R. Demkowicz-Dobrzanski , M. Jarzyna , J. Kolodynski

We develop a quantitative theory of stochastic homogenization in the more general framework of differential forms. Inspired by recent progress in the uniformly elliptic setting, the analysis relies on the study of certain subadditive…

Analysis of PDEs · Mathematics 2020-12-29 Paul Dario

Inspired by classical sensitivity results for nonlinear optimization, we derive and discuss new quantitative bounds to characterize the solution map and dual variables of a parametrized nonlinear program. In particular, we derive explicit…

Optimization and Control · Mathematics 2020-06-19 Irina Subotić , Adrian Hauswirth , Florian Dörfler

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

Quantum metrology offers an enhanced performance in experiments such as gravitational wave-detection, magnetometry or atomic clocks frequency calibration. The enhancement, however, requires a delicate tuning of relevant quantum features…

Quantum Physics · Physics 2013-07-25 Jan Kolodynski , Rafal Demkowicz-Dobrzanski

The quantitative long time behavior of absorbing, finite, irreducible Markov processes is considered. Via Doob transforms, it is shown that only the knowledge of the ratio of the values of the underlying first Dirichlet eigenvector is…

Probability · Mathematics 2014-06-10 Persi Diaconis , Laurent Miclo