Related papers: Large Deviations in Safety-Critical Systems with P…
We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that…
Density of the reachable states can help understand the risk of safety-critical systems, especially in situations when worst-case reachability is too conservative. Recent work provides a data-driven approach to compute the density…
In this paper we address the problem of systems under an external feedback. This is performed using a large deviation approach and rate distortion from information theory. In particular we define a lower boundary for the maximum entropy…
Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most…
The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit-state function, which depends on the solution of a partial…
We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…
We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…
In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the…
Risk assessment is a central element for the development and validation of Autonomous Vehicles (AV). It comprises a combination of occurrence probability and severity of future critical events. Time Headway (TH) as well as Time-To-Contact…
We present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process that includes the Gaussian prefactor in addition to the dominant path or instanton term…
Characterizing the risk of operations is a fundamental requirement in robotics, and a crucial ingredient of safe planning. The problem is multifaceted, with multiple definitions arising in the vast recent literature fitting different…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…
The redundancy principle provides the framework to study how rare events are made possible with probability 1 in accelerated time, by making many copies of similar random searchers. But what is $n$ large? To estimate large $n$ with respect…
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…
We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous…