相关论文: Moderate deviation analysis of majorisation-based …

For statistics of rare events in systems obeying a large-deviation principle, the rate function is a key quantity. When numerically estimating the rate function one is always restricted to finite system sizes. Thus, if the interest is in…

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…

In arXiv:2110.02613, we presented a generalised dynamical resource theory framework that enabled noise reduction techniques including dynamical decoupling (DD) to be studied. While this fundamental contribution remains correct, it has been…

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 problem of distributed testing against independence with variable-length coding is considered when the \emph{average} and not the \emph{maximum} communication load is constrained as in previous works. The paper characterizes the optimum…

Quantum resource theories have been widely studied to systematically characterize the non-classicality of quantum systems. Most resource theories focus on quantum states and study their interconversions. Although quantum channels are…

The purpose of these notes is to provide a systematic quantitative framework - in what is intended to be a "pedagogical" fashion - for discussing mean-reversion and optimization. We start with pair trading and add complexity by following…

We revisit the Gray-Wyner lossy source coding problem and derive the first-order asymptotic optimal rate-distortion-perception region when additional perception constraints are imposed on reproduced source sequences. The optimal trade-off…

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…

We consider streaming data transmission over a discrete memoryless channel. A new message is given to the encoder at the beginning of each block and the decoder decodes each message sequentially, after a delay of $T$ blocks. In this…

Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…

The field of quantum resource theory (QRT) has emerged as an invaluable framework for the examination of small and strongly correlated quantum systems, surpassing the boundaries imposed by traditional statistical treatments. The fundamental…

Marginal expected shortfall is unquestionably one of the most popular systemic risk measures. Studying its extreme behaviour is particularly relevant for risk protection against severe global financial market downturns. In this context,…

We derive upper bounds for random design linear regression with dependent ($\beta$-mixing) data absent any realizability assumptions. In contrast to the strictly realizable martingale noise regime, no sharp instance-optimal non-asymptotics…

We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…

This paper deals with rate distortion or source coding with fidelity criterion, in measure spaces, for a class of source distributions. The class of source distributions is described by a relative entropy constraint set between the true and…

This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the…

We solve an infinite time-horizon bounded-variation stochastic control problem with regime switching between $N$ states. This is motivated by the problem of a government that wants to control the country's debt-to-GDP (gross domestic…

We develop the resource theory of private randomness extraction in the distributed and device-dependent scenario. We begin by introducing the notion of independent random bits, which are bipartite states containing ideal private randomness…

One central study that constitutes a major branch of quantum resource theory is the hierarchy of states. This provides a broad understanding of resourcefulness in certain tasks in terms of efficiency. Here, we investigate the maximal…