115 research outputs found
Large deviations for polling systems
Related INRIA Research report available at : http://hal.inria.fr/docs/00/07/27/62/PDF/RR-3892.pdfInternational audienceWe aim at presenting in short the technical report, which states a sample path large deviation principle for a resealed process n-1 Qnt, where Qt represents the joint number of clients at time t in a single server 1-limited polling system with Markovian routing. The main goal is to identify the rate function. A so-called empirical generator is introduced, which consists of Q t and of two empirical measures associated with S t the position of the server at time t. The analysis relies on a suitable change of measure and on a representation of fluid limits for polling systems. Finally, the rate function is solution of a meaningful convex program
Gapless Excitation above a Domain Wall Ground State in a Flat Band Hubbard Model
We construct a set of exact ground states with a localized ferromagnetic
domain wall and with an extended spiral structure in a deformed flat-band
Hubbard model in arbitrary dimensions. We show the uniqueness of the ground
state for the half-filled lowest band in a fixed magnetization subspace. The
ground states with these structures are degenerate with all-spin-up or
all-spin-down states under the open boundary condition. We represent a spin
one-point function in terms of local electron number density, and find the
domain wall structure in our model. We show the existence of gapless
excitations above a domain wall ground state in dimensions higher than one. On
the other hand, under the periodic boundary condition, the ground state is the
all-spin-up or all-spin-down state. We show that the spin-wave excitation above
the all-spin-up or -down state has an energy gap because of the anisotropy.Comment: 26 pages, 1 figure. Typos are fixe
Relation between the Kantorovich-Wasserstein metric and the Kullback-Leibler divergence
We discuss a relation between the Kantorovich-Wasserstein (KW) metric and the Kullback-Leibler (KL) divergence. The former is defined using the optimal transport problem (OTP) in the Kantorovich formulation. The latter is used to define entropy and mutual information, which appear in variational problems to find optimal channel (OCP) from the rate distortion and the value of information theories. We show that OTP is equivalent to OCP with one additional constraint fixing the output measure, and therefore OCP with constraints on the KL-divergence gives a lower bound on the KW-metric. The dual formulation of OTP allows us to explore the relation between the KL-divergence and the KW-metric using decomposition of the former based on the law of cosines. This way we show the link between two divergences using the variational and geometric principles
Mutual information rate and bounds for it
The amount of information exchanged per unit of time between two nodes in a
dynamical network or between two data sets is a powerful concept for analysing
complex systems. This quantity, known as the mutual information rate (MIR), is
calculated from the mutual information, which is rigorously defined only for
random systems. Moreover, the definition of mutual information is based on
probabilities of significant events. This work offers a simple alternative way
to calculate the MIR in dynamical (deterministic) networks or between two data
sets (not fully deterministic), and to calculate its upper and lower bounds
without having to calculate probabilities, but rather in terms of well known
and well defined quantities in dynamical systems. As possible applications of
our bounds, we study the relationship between synchronisation and the exchange
of information in a system of two coupled maps and in experimental networks of
coupled oscillators
One-sided versus two-sided stochastic descriptions
It is well-known that discrete-time finite-state Markov Chains, which are
described by one-sided conditional probabilities which describe a dependence on
the past as only dependent on the present, can also be described as
one-dimensional Markov Fields, that is, nearest-neighbour Gibbs measures for
finite-spin models, which are described by two-sided conditional probabilities.
In such Markov Fields the time interpretation of past and future is being
replaced by the space interpretation of an interior volume, surrounded by an
exterior to the left and to the right.
If we relax the Markov requirement to weak dependence, that is, continuous
dependence, either on the past (generalising the Markov-Chain description) or
on the external configuration (generalising the Markov-Field description), it
turns out this equivalence breaks down, and neither class contains the other.
In one direction this result has been known for a few years, in the opposite
direction a counterexample was found recently. Our counterexample is based on
the phenomenon of entropic repulsion in long-range Ising (or "Dyson") models.Comment: 13 pages, Contribution for "Statistical Mechanics of Classical and
Disordered Systems
Inference of financial networks using the normalised mutual information rate
In this paper we study data from financial markets using an information theory tool that we call the normalised Mutual Information Rate and show how to use it to infer the underlying network structure of interrelations in foreign currency exchange rates and stock indices of 14 countries world-wide and the European Union. We first present the mathematical method and discuss about its computational aspects, and then apply it to artificial data from chaotic dynamics and to correlated random variates. Next, we apply the method to infer the network structure of the financial data. Particularly, we study and reveal the interrelations among the various foreign currency exchange rates and stock indices in two separate networks for which we also perform an analysis to identify their structural properties. Our results show that both are small-world networks sharing similar properties but also having distinct differences in terms of assortativity. Finally, the consistent relationships depicted among the 15 economies are further supported by a discussion from the economics view point
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