Large Deviations for Non-Markovian Diffusions and a Path-Dependent Eikonal Equation

This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic differential equations with random coefficients. Similar to Gao and Liu \cite{GL}, this extends the corresponding results collected in Freidlin and Wentzell \cite{FreidlinWentzell}. However, we use a different line of argument, adapting the PDE method of Fleming \cite{Fleming} and Evans and Ishii \cite{EvansIshii} to the path-dependent case, by using backward stochastic differential techniques. Similar to the Markovian case, we obtain a characterization of the action function as the unique bounded solution of a path-dependent version of the Eikonal equation. Finally, we provide an application to the short maturity asymptotics of the implied volatility surface in financial mathematics

DRS: Dynamic Resource Scheduling for Real-Time Analytics over Fast Streams

In a data stream management system (DSMS), users register continuous queries, and receive result updates as data arrive and expire. We focus on applications with real-time constraints, in which the user must receive each result update within a given period after the update occurs. To handle fast data, the DSMS is commonly placed on top of a cloud infrastructure. Because stream properties such as arrival rates can fluctuate unpredictably, cloud resources must be dynamically provisioned and scheduled accordingly to ensure real-time response. It is quite essential, for the existing systems or future developments, to possess the ability of scheduling resources dynamically according to the current workload, in order to avoid wasting resources, or failing in delivering correct results on time. Motivated by this, we propose DRS, a novel dynamic resource scheduler for cloud-based DSMSs. DRS overcomes three fundamental challenges: (a) how to model the relationship between the provisioned resources and query response time (b) where to best place resources; and (c) how to measure system load with minimal overhead. In particular, DRS includes an accurate performance model based on the theory of \emph{Jackson open queueing networks} and is capable of handling \emph{arbitrary} operator topologies, possibly with loops, splits and joins. Extensive experiments with real data confirm that DRS achieves real-time response with close to optimal resource consumption.Comment: This is the our latest version with certain modificatio

Normalization Enhances Generalization in Visual Reinforcement Learning

Recent advances in visual reinforcement learning (RL) have led to impressive success in handling complex tasks. However, these methods have demonstrated limited generalization capability to visual disturbances, which poses a significant challenge for their real-world application and adaptability. Though normalization techniques have demonstrated huge success in supervised and unsupervised learning, their applications in visual RL are still scarce. In this paper, we explore the potential benefits of integrating normalization into visual RL methods with respect to generalization performance. We find that, perhaps surprisingly, incorporating suitable normalization techniques is sufficient to enhance the generalization capabilities, without any additional special design. We utilize the combination of two normalization techniques, CrossNorm and SelfNorm, for generalizable visual RL. Extensive experiments are conducted on DMControl Generalization Benchmark and CARLA to validate the effectiveness of our method. We show that our method significantly improves generalization capability while only marginally affecting sample efficiency. In particular, when integrated with DrQ-v2, our method enhances the test performance of DrQ-v2 on CARLA across various scenarios, from 14% of the training performance to 97%

Few-photon single ionization of cold rubidium in the over-the-barrier regime

Photoionization of the rubidium (Rb) atoms cooled in a magneto-optical trap, characterized by the coexistence of the ground 5$S_{1/2}$ and the excited 5$P_{3/2}$ states, is investigated experimentally and theoretically with the 400 nm femtosecond laser pulses at intensities of $I=3\times10^9$ W/cm$^2$ - $4.5\times10^{12}$ W/cm$^2$. Recoil-ion momentum distribution (RIMD) of Rb$^+$ exhibits rich ring-like structures and their energies correspond to one-photon ionization of the 5$P_{3/2}$ state, two-photon and three-photon ionizations of the 5$S_{1/2}$ state, respectively. With the increasing of $I$, we find that experimental signals near zero-momentum (NZM) in RIMDs resulted from the 5$P_{3/2}$ state enhance dramatically and its peaked Rb$^+$ momenta dwindle obviously while that from the 5$S_{1/2}$ state is maintained. Meanwhile, the ion-yield ratio of the 5$S_{1/2}$ over the 5$P_{3/2}$ states varies from $I$ to $I^{1.5}$ as $I$ increases. These features indicate a transition from perturbative ionization to strong-perturbative ionization for the 5$P_{3/2}$ state. Numerical simulations by solving the time-dependent Schr\"odinger equation (TDSE) can qualitatively explain the measurements of RIMD, photoion angular distributions, as well as ion-yield ratio. However, some discrepancies still exist, especially for the NZM dip, which could stem from the electron-electron correlation that is neglected in the present TDSE simulations since we have adopted the single-active-electron approximation