24,911 research outputs found
Diffusive and Super-Diffusive Limits for Random Walks and Diffusions with Long Memory
We survey recent results of normal and anomalous diffusion of two types of
random motions with long memory in or . The first
class consists of random walks on in divergence-free random drift
field, modelling the motion of a particle suspended in time-stationary
incompressible turbulent flow. The second class consists of self-repelling
random diffusions, where the diffusing particle is pushed by the negative
gradient of its own occupation time measure towards regions less visited in the
past. We establish normal diffusion (with square-root-of-time scaling and
Gaussian limiting distribution) in three and more dimensions and typically
anomalously fast diffusion in low dimensions (typically, one and two). Results
are quoted from various papers published between 2012-2018, with some hints to
the main ideas of the proofs. No technical details are presented here.Comment: ICM-2018 Probability Section tal
Asymptotic Estimates in Information Theory with Non-Vanishing Error Probabilities
This monograph presents a unified treatment of single- and multi-user
problems in Shannon's information theory where we depart from the requirement
that the error probability decays asymptotically in the blocklength. Instead,
the error probabilities for various problems are bounded above by a
non-vanishing constant and the spotlight is shone on achievable coding rates as
functions of the growing blocklengths. This represents the study of asymptotic
estimates with non-vanishing error probabilities.
In Part I, after reviewing the fundamentals of information theory, we discuss
Strassen's seminal result for binary hypothesis testing where the type-I error
probability is non-vanishing and the rate of decay of the type-II error
probability with growing number of independent observations is characterized.
In Part II, we use this basic hypothesis testing result to develop second- and
sometimes, even third-order asymptotic expansions for point-to-point
communication. Finally in Part III, we consider network information theory
problems for which the second-order asymptotics are known. These problems
include some classes of channels with random state, the multiple-encoder
distributed lossless source coding (Slepian-Wolf) problem and special cases of
the Gaussian interference and multiple-access channels. Finally, we discuss
avenues for further research.Comment: Further comments welcom
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