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The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential equation (SPDE) driven simultaneously by an additive…

Numerical Analysis · Mathematics 2024-09-11 Aurelien Junior Noupelah , Jean Daniel Mukam , Antoine Tambue

We consider the problem of rate/distortion with side information available only at the decoder. For the case of jointly-Gaussian source X and side information Y, and mean-squared error distortion, Wyner proved in 1976 that the…

Information Theory · Computer Science 2007-07-16 Sergio D. Servetto

Accurately estimating high-order moments of quantum states is an elementary precondition for many crucial tasks in quantum computing, such as entanglement spectroscopy, entropy estimation, spectrum estimation, and predicting non-linear…

Quantum Physics · Physics 2024-05-16 Benchi Zhao , Mingrui Jing , Lei Zhang , Xuanqiang Zhao , Yu-Ao CHen , Kun Wang , Xin Wang

Eigenproblems frequently arise in theory and applications of stochastic processes, but only a few have explicit solutions. Those which do, are usually solved by reduction to the generalized Sturm--Liouville theory for differential…

Probability · Mathematics 2018-03-06 P. Chigansky , M. Kleptsyna , D. Marushkevych

The impact of measurement imperfections on quantum metrology protocols has not been approached in a systematic manner so far. In this work, we tackle this issue by generalising firstly the notion of quantum Fisher information to account for…

Quantum Physics · Physics 2022-11-21 Yink Loong Len , Tuvia Gefen , Alex Retzker , Jan Kołodyński

We provide efficient and intuitive tools for deriving bounds on achievable precision in quantum enhanced metrology based on the geometry of quantum channels and semi-definite programming. We show that when decoherence is taken into account,…

Quantum Physics · Physics 2012-09-19 Rafal Demkowicz-Dobrzanski , Jan Kolodynski , Madalin Guta

Consider the fractional Brownian Motion (fBM) $B^H=\{B^H(t): t \in [0,1] \}$ with Hurst index $H\in (0,1)$. We construct a probability space supporting both $B^H$ and a fully simulatable process $\hat B_{\epsilon}^H $ such that $$\sup_{t\in…

Probability · Mathematics 2019-02-22 Yi Chen , Jing Dong , Hao Ni

In some non-regular statistical estimation problems, the limiting likelihood processes are functionals of fractional Brownian motion (fBm) with Hurst's parameter H; 0 < H <=? 1. In this paper we present several analytical and numerical…

Statistics Theory · Mathematics 2014-06-06 Alexander Novikov , Nino Kordzakhia , Timothy Ling

We provide a stochastic interpretation of non-commutative Dirichlet forms in the context of quantum filtering. For stochastic processes motivated by quantum optics experiments, we derive an optimal finite time deviation bound expressed in…

Quantum Physics · Physics 2022-08-10 Tristan Benoist , Lisa Hänggli , Cambyse Rouzé

We establish two complementarity relations for the relative entropy of coherence in quantum information processing, i.e., quantum dense coding and teleportation. We first give an uncertaintylike expression relating local quantum coherence…

Quantum Physics · Physics 2017-02-22 F. Pan , L. Qiu , Z. Liu

We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…

Probability · Mathematics 2014-03-05 Fabrice Baudoin , Cheng Ouyang

In this work, we aim at augmenting the decisions output by quantum models with "error bars" that provide finite-sample coverage guarantees. Quantum models implement implicit probabilistic predictors that produce multiple random decisions…

Quantum Physics · Physics 2023-10-24 Sangwoo Park , Osvaldo Simeone

We present methods for conditional and residual coding in the context of scalable coding for humans and machines. Our focus is on optimizing the rate-distortion performance of the reconstruction task using the information available in the…

Image and Video Processing · Electrical Eng. & Systems 2023-07-06 Anderson de Andrade , Alon Harell , Yalda Foroutan , Ivan V. Bajić

We consider the integral of fractional Brownian motion (IFBM) and its functionals $\xi_T$ on the intervals $(0,T)$ and $(-T,T)$ of the following types: the maximum $M_T$, the position of the maximum, the occupation time above zero etc. We…

Probability · Mathematics 2007-05-23 G. M. Molchan , A. V. Khokhlov

This paper provides upper and lower bounds on the optimal guessing moments of a random variable taking values on a finite set when side information may be available. These moments quantify the number of guesses required for correctly…

Information Theory · Computer Science 2018-06-22 Igal Sason , Sergio Verdú

In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…

Numerical Analysis · Mathematics 2023-10-24 Guanlan Huang , Sebastiano Boscarino , Tao Xiong

In recent years, interest in approximation methods for stochastic differential equations (SDEs) with non-Lipschitz continuous coefficients has increased. We show lower bounds for the $L^p$-error of such methods in the case of approximation…

Probability · Mathematics 2025-05-02 Simon Ellinger

Based on the problem of quantum data compression in a lossless way, we present here an operational interpretation for the family of quantum R\'enyi entropies. In order to do this, we appeal to a very general quantum encoding scheme that…

Quantum Physics · Physics 2017-10-05 G. Bellomo , G. M. Bosyk , F. Holik , S. Zozor

In this paper, we study the unitary Dyson Brownian motion through a partial differential equation approach recently introduced for the real Dyson case. The main difference with the real Dyson case is that the spectrum is now on the circle…

Analysis of PDEs · Mathematics 2026-02-09 Charles Bertucci , Valentin Pesce

High-precision frequency estimation is an ubiquitous issue in fundamental physics and a critical task in spectroscopy. Here, we propose a quantum Ramsey interferometry to realize high-precision frequency estimation in spin-1 Bose-Einstein…

Quantum Physics · Physics 2021-09-06 Min Zhuang , Hongtao Huo , Yuxiang Qiu , Wenjie Liu , Jiahao Huang , Chaohong Lee
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