Related papers: Large Deviations of Piecewise-Deterministic-Markov…
We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…
In moderate- to high-mobility scenarios, CSI varies rapidly and becomes temporally non-stationary, leading to severe performance degradation in the massive MIMO transmissions. To address this issue, we propose a tensor-structured approach…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…
In the context of PDE-constrained optimization theory, source identification problems traditionally entail particles emerging from an unknown source distribution inside a domain, moving according to a prescribed stochastic process,…
Radical shifts in the genetic composition of large cell populations are rare events with quite low probabilities, which direct numerical simulations generally fail to evaluate accurately. In this paper, we develop a theoretical large…
Consider an intersection measure $\ell_t ^{\mathrm{IS}}$ of $p$ independent (possibly different) $m$-symmetric Hunt processes up to time $t$ in a metric measure space $E$ with a Radon measure $m$. We derive a Donsker-Varadhan type large…
Biological systems are non-linear, include unobserved variables and the physical principles that govern their dynamics are partly unknown. This makes the characterization of their behavior very challenging. Notably, their activity occurs on…
The well established macroscopic-microscopic (mac-mic) description of nuclear fission enables the prediction of fission fragment yields for a broad range of fissioning systems. In this work, we present several key enhancements to this…
The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…
Variance reduction methods are often needed for the reliability assessment of complex industrial systems, we focus on one variance reduction method in a given context, that is the interacting particle system method (IPS) used on piecewise…
Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…
When performing Bayesian computations in practice, one is often faced with the challenge that the constituent model components and/or the data are only available in a distributed fashion, e.g. due to privacy concerns or sheer volume. While…
Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…
Stochastic gene regulatory networks with bursting dynamics can be modeled mesocopically as a generalized density-dependent Markov chain (GDDMC) or macroscopically as a piecewise-deterministic Markov process (PDMP). Here we prove a limit…
A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…
The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…
Proper modeling of complex systems requires innovative mathematical tools. In this sense, we sought to use deformed or fractal derivatives for studying the dynamics of systems, particularly those, such as granular gases, in which the…
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…