What are large deviations theory for stochastic processes?

Nov 11, 2016 ... We consider stochastic dynamics of interacting systems and , which are not necessarily Markov processes. We consider a discrete time k (=1, …, N) ... Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are ... Probability in the Engineering and Informational Sciences, vol. 12, 1998 ... BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages). ... informational and statistical characterization of the classical stochastic processes that result from that interaction.As a classical observer uses a ... Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... While classical state-space reconstruction won't work on stochastic processes, such processes do have state-space representations [11], and, in the special ... Nov 30, 2020 ... It is initially unknown what the parameter process corresponds to biologically, hence the moniker 'hidden' state. Nevertheless, the information ... Jul 1, 2007 ... ... stochastic process to the representative discrete stochastic function. ... The new original informational description of the process of ... A model is proposed which treats network traffic as a stochastic process with an infinite mean delay. Such a model can be used to explain the appearance of ... May 9, 2024 ... From a quantum information perspective, whenever a stochastic process can be exactly expressed as an ε-machine with a finite amount of ...