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In this paper, by proposing two new kinds of distributional uncertainty sets, we explore robustness of distortion risk measures against distributional uncertainty. To be precise, we first consider a distributional uncertainty set which is…

风险管理 · 定量金融 2025-08-15 Xiangyu Han , Yijun Hu , Ran Wang , Linxiao Wei

Quantum measurements based on mutually unbiased bases are commonly used in quantum information processing, as they are generally viewed as being maximally incompatible and complementary. Here we quantify precisely the degree of…

量子物理 · 物理学 2020-04-20 Sébastien Designolle , Paul Skrzypczyk , Florian Fröwis , Nicolas Brunner

This paper discovers that the neural network with lower decision boundary (DB) variability has better generalizability. Two new notions, algorithm DB variability and $(\epsilon, \eta)$-data DB variability, are proposed to measure the…

机器学习 · 计算机科学 2023-12-27 Shiye Lei , Fengxiang He , Yancheng Yuan , Dacheng Tao

In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…

概率论 · 数学 2021-06-21 Ola Hössjer , Arvid Sjölander

We analyze the appearance of non-Markovian effects in the dynamics of a bipartite system coupled to a reservoir, which can be described within a class of non-Markovian equations given by a generalized Lindblad structure. A novel master…

量子物理 · 物理学 2008-09-01 Bassano Vacchini

This paper focuses on a drift-diffusion system subjected to boundedly non dissipative Robin boundary conditions. A general existence result with large initial conditions is established by using suitable L1, L2 and trace estimates. Finally,…

偏微分方程分析 · 数学 2018-10-02 Arnaud Heibig , Adrien Petrov , Christian Reichert

In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…

信号处理 · 电气工程与系统科学 2021-10-07 Filip Elvander , Johan Karlsson , Toon van Waterschoot

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

统计力学 · 物理学 2021-08-23 Cecile Monthus

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

概率论 · 数学 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

We address the problem of detecting non-locality in coupled N level systems in the language of spin. Through a number of examples, we show that non-locality can be detected via a violation of the standard Bell inequality, irrespective of…

量子物理 · 物理学 2015-09-08 V. Ravishankar , R. P. Sandhir

We consider a general class of spin systems with potentially unbounded real-valued spins, defined via a single-site potential with super-Gaussian tails on general graphs, allowing for both short- and long-range interactions. This class…

概率论 · 数学 2026-03-30 Christoforos Panagiotis , William Veitch

We develop a systematic and efficient approach for numerically solving the non-Markovian quantum state diffusion equations for open quantum systems coupled to an environment up to arbitrary orders of noises or coupling strengths. As an…

量子物理 · 物理学 2014-08-29 Zeng-Zhao Li , Cho-Tung Yip , Hai-Yao Deng , Mi Chen , Ting Yu , J. Q. You , Chi-Hang Lam

We consider a single non-holonomic Dubins-like robot traveling with a constant longitudinal speed in an a priori unknown and unsteady planar environment. The robot should detect, locate, and track the boundary of a dynamic environmental…

A trade-off relation on our knowledge about two noncommuting observables of a qubit system in simultaneous measurement is formulated. The obtained inequality offers a quantitative information-theoretic representation of Bohr's principle of…

量子物理 · 物理学 2009-11-13 Yuji Kurotani , Takahiro Sagawa , Masahito Ueda

We present a detailed microscopic derivation for a non-Markovian master equation for a driven two-state system interacting with a general structured reservoir. The master equation is derived using the time-convolutionless projection…

量子物理 · 物理学 2015-05-14 Pinja Haikka

We develop an explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations using the notion of derivative with respect to measure introduced by Lions and discussed in \cite{cardaliaguet2013}. The drift coefficient is…

概率论 · 数学 2022-02-08 Chaman Kumar , Neelima

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

动力系统 · 数学 2014-11-18 Ivan Werner

Polarization measurements provide a detailed method to test the Standard Model and to search for new physics. Most previous studies depend on pre-selected coordinates, which blurs the significance of the results. The construction of two…

高能物理 - 唯象学 · 物理学 2017-03-16 Yan-Qing Ma , Jian-Wei Qiu , Hong Zhang

Minimizing divergence measures under a constraint is an important problem. We derive a sufficient condition that binary divergence measures provide lower bounds for symmetric divergence measures under a given triangular discrimination or…

信息论 · 计算机科学 2022-11-11 Tomohiro Nishiyama

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

应用统计 · 统计学 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne