595 research outputs found
Simulating quantum correlations as a distributed sampling problem
It is known that quantum correlations exhibited by a maximally entangled
qubit pair can be simulated with the help of shared randomness, supplemented
with additional resources, such as communication, post-selection or non-local
boxes. For instance, in the case of projective measurements, it is possible to
solve this problem with protocols using one bit of communication or making one
use of a non-local box. We show that this problem reduces to a distributed
sampling problem. We give a new method to obtain samples from a biased
distribution, starting with shared random variables following a uniform
distribution, and use it to build distributed sampling protocols. This approach
allows us to derive, in a simpler and unified way, many existing protocols for
projective measurements, and extend them to positive operator value
measurements. Moreover, this approach naturally leads to a local hidden
variable model for Werner states.Comment: 13 pages, 2 figure
Simulation of bipartite qudit correlations
We present a protocol to simulate the quantum correlations of an arbitrary
bipartite state, when the parties perform a measurement according to two
traceless binary observables. We show that bits of classical
communication is enough on average, where is the dimension of both systems.
To obtain this result, we use the sampling approach for simulating the quantum
correlations. We discuss how to use this method in the case of qudits.Comment: 7 page
Long and short paths in uniform random recursive dags
In a uniform random recursive k-dag, there is a root, 0, and each node in
turn, from 1 to n, chooses k uniform random parents from among the nodes of
smaller index. If S_n is the shortest path distance from node n to the root,
then we determine the constant \sigma such that S_n/log(n) tends to \sigma in
probability as n tends to infinity. We also show that max_{1 \le i \le n}
S_i/log(n) tends to \sigma in probability.Comment: 16 page
Statistical properties of determinantal point processes in high-dimensional Euclidean spaces
The goal of this paper is to quantitatively describe some statistical
properties of higher-dimensional determinantal point processes with a primary
focus on the nearest-neighbor distribution functions. Toward this end, we
express these functions as determinants of matrices and then
extrapolate to . This formulation allows for a quick and accurate
numerical evaluation of these quantities for point processes in Euclidean
spaces of dimension . We also implement an algorithm due to Hough \emph{et.
al.} \cite{hough2006dpa} for generating configurations of determinantal point
processes in arbitrary Euclidean spaces, and we utilize this algorithm in
conjunction with the aforementioned numerical results to characterize the
statistical properties of what we call the Fermi-sphere point process for to 4. This homogeneous, isotropic determinantal point process, discussed
also in a companion paper \cite{ToScZa08}, is the high-dimensional
generalization of the distribution of eigenvalues on the unit circle of a
random matrix from the circular unitary ensemble (CUE). In addition to the
nearest-neighbor probability distribution, we are able to calculate Voronoi
cells and nearest-neighbor extrema statistics for the Fermi-sphere point
process and discuss these as the dimension is varied. The results in this
paper accompany and complement analytical properties of higher-dimensional
determinantal point processes developed in \cite{ToScZa08}.Comment: 42 pages, 17 figure
Devroye Inequality for a Class of Non-Uniformly Hyperbolic Dynamical Systems
In this paper, we prove an inequality, which we call "Devroye inequality",
for a large class of non-uniformly hyperbolic dynamical systems (M,f). This
class, introduced by L.-S. Young, includes families of piece-wise hyperbolic
maps (Lozi-like maps), scattering billiards (e.g., planar Lorentz gas),
unimodal and H{\'e}non-like maps. Devroye inequality provides an upper bound
for the variance of observables of the form K(x,f(x),...,f^{n-1}(x)), where K
is any separately Holder continuous function of n variables. In particular, we
can deal with observables which are not Birkhoff averages. We will show in
\cite{CCS} some applications of Devroye inequality to statistical properties of
this class of dynamical systems.Comment: Corrected version; To appear in Nonlinearit
Statistical Consequences of Devroye Inequality for Processes. Applications to a Class of Non-Uniformly Hyperbolic Dynamical Systems
In this paper, we apply Devroye inequality to study various statistical
estimators and fluctuations of observables for processes. Most of these
observables are suggested by dynamical systems. These applications concern the
co-variance function, the integrated periodogram, the correlation dimension,
the kernel density estimator, the speed of convergence of empirical measure,
the shadowing property and the almost-sure central limit theorem. We proved in
\cite{CCS} that Devroye inequality holds for a class of non-uniformly
hyperbolic dynamical systems introduced in \cite{young}. In the second appendix
we prove that, if the decay of correlations holds with a common rate for all
pairs of functions, then it holds uniformly in the function spaces. In the last
appendix we prove that for the subclass of one-dimensional systems studied in
\cite{young} the density of the absolutely continuous invariant measure belongs
to a Besov space.Comment: 33 pages; companion of the paper math.DS/0412166; corrected version;
to appear in Nonlinearit
PAC-Bayesian Bounds for Randomized Empirical Risk Minimizers
The aim of this paper is to generalize the PAC-Bayesian theorems proved by
Catoni in the classification setting to more general problems of statistical
inference. We show how to control the deviations of the risk of randomized
estimators. A particular attention is paid to randomized estimators drawn in a
small neighborhood of classical estimators, whose study leads to control the
risk of the latter. These results allow to bound the risk of very general
estimation procedures, as well as to perform model selection
Traveling Waves, Front Selection, and Exact Nontrivial Exponents in a Random Fragmentation Problem
We study a random bisection problem where an initial interval of length x is
cut into two random fragments at the first stage, then each of these two
fragments is cut further, etc. We compute the probability P_n(x) that at the
n-th stage, each of the 2^n fragments is shorter than 1. We show that P_n(x)
approaches a traveling wave form, and the front position x_n increases as
x_n\sim n^{\beta}{\rho}^n for large n. We compute exactly the exponents
\rho=1.261076... and \beta=0.453025.... as roots of transcendental equations.
We also solve the m-section problem where each interval is broken into m
fragments. In particular, the generalized exponents grow as \rho_m\approx
m/(\ln m) and \beta_m\approx 3/(2\ln m) in the large m limit. Our approach
establishes an intriguing connection between extreme value statistics and
traveling wave propagation in the context of the fragmentation problem.Comment: 4 pages Revte
Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation
We present a numerical method for the Monte Carlo simulation of uncoupled
continuous-time random walks with a Levy alpha-stable distribution of jumps in
space and a Mittag-Leffler distribution of waiting times, and apply it to the
stochastic solution of the Cauchy problem for a partial differential equation
with fractional derivatives both in space and in time. The one-parameter
Mittag-Leffler function is the natural survival probability leading to
time-fractional diffusion equations. Transformation methods for Mittag-Leffler
random variables were found later than the well-known transformation method by
Chambers, Mallows, and Stuck for Levy alpha-stable random variables and so far
have not received as much attention; nor have they been used together with the
latter in spite of their mathematical relationship due to the geometric
stability of the Mittag-Leffler distribution. Combining the two methods, we
obtain an accurate approximation of space- and time-fractional diffusion
processes almost as easy and fast to compute as for standard diffusion
processes.Comment: 7 pages, 5 figures, 1 table. Presented at the Conference on Computing
in Economics and Finance in Montreal, 14-16 June 2007; at the conference
"Modelling anomalous diffusion and relaxation" in Jerusalem, 23-28 March
2008; et
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