Large Deviation Theory

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Shunqing Zhang - One of the best experts on this subject based on the ideXlab platform.

  • a survey on delay aware resource control for wireless systems Large Deviation Theory stochastic lyapunov drift and distributed stochastic learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Rui Wang, Huang Huang, Shunqing Zhang
    Abstract:

    In this paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalentrate constraint approach, the Lyapunov stability drift approach, and the approximate Markov decision process approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity, and implementation issues. For each of the approaches, the problem setup, the general solution, and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multihop routing designs in general multihop networks are elaborated. Finally, the delay performances of various approaches are compared through simulations using an example of the uplink OFDMA systems.

  • A survey on delay-aware resource Control for wireless systems-Large Deviation Theory, stochastic lyapunov drift, and distributed stochastic learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Ying Cui, Vincent K N Lau, Huang Huang, Rui Wang, Shunqing Zhang
    Abstract:

    In this tutorial paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalent rate constraint approach, the Lyapunov stability drift approach and the approximate Markov Decision Process (MDP) approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity and implementation issues. For each of the approaches, the problem setup, the general solution and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multi-hop routing designs in general multi-hop networks are elaborated. Finally, the delay performance of the various approaches are compared through simulations using an example of the uplink OFDMA systems.

  • A Survey on Delay-Aware Resource Control for Wireless Systems—Large Deviation Theory, Stochastic Lyapunov Drift, and Distributed Stochastic Learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Rui Wang, Huang Huang, Shunqing Zhang
    Abstract:

    In this paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalentrate constraint approach, the Lyapunov stability drift approach, and the approximate Markov decision process approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity, and implementation issues. For each of the approaches, the problem setup, the general solution, and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multihop routing designs in general multihop networks are elaborated. Finally, the delay performances of various approaches are compared through simulations using an example of the uplink OFDMA systems.

Rui Wang - One of the best experts on this subject based on the ideXlab platform.

  • a survey on delay aware resource control for wireless systems Large Deviation Theory stochastic lyapunov drift and distributed stochastic learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Rui Wang, Huang Huang, Shunqing Zhang
    Abstract:

    In this paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalentrate constraint approach, the Lyapunov stability drift approach, and the approximate Markov decision process approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity, and implementation issues. For each of the approaches, the problem setup, the general solution, and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multihop routing designs in general multihop networks are elaborated. Finally, the delay performances of various approaches are compared through simulations using an example of the uplink OFDMA systems.

  • A survey on delay-aware resource Control for wireless systems-Large Deviation Theory, stochastic lyapunov drift, and distributed stochastic learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Ying Cui, Vincent K N Lau, Huang Huang, Rui Wang, Shunqing Zhang
    Abstract:

    In this tutorial paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalent rate constraint approach, the Lyapunov stability drift approach and the approximate Markov Decision Process (MDP) approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity and implementation issues. For each of the approaches, the problem setup, the general solution and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multi-hop routing designs in general multi-hop networks are elaborated. Finally, the delay performance of the various approaches are compared through simulations using an example of the uplink OFDMA systems.

  • A Survey on Delay-Aware Resource Control for Wireless Systems—Large Deviation Theory, Stochastic Lyapunov Drift, and Distributed Stochastic Learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Rui Wang, Huang Huang, Shunqing Zhang
    Abstract:

    In this paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalentrate constraint approach, the Lyapunov stability drift approach, and the approximate Markov decision process approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity, and implementation issues. For each of the approaches, the problem setup, the general solution, and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multihop routing designs in general multihop networks are elaborated. Finally, the delay performances of various approaches are compared through simulations using an example of the uplink OFDMA systems.

Jeroen Wouters - One of the best experts on this subject based on the ideXlab platform.

  • a Large Deviation Theory based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere
    Journal of Statistical Mechanics: Theory and Experiment, 2019
    Co-Authors: Vera Melinda Galfi, Valerio Lucarini, Jeroen Wouters
    Abstract:

    We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using Large Deviation Theory. To this end, we consider a simplified yet Earth-like general circulation model of the atmosphere and numerically estimate Large Deviation rate functions of near-surface temperature in the mid-latitudes. We find that, after a renormalisation based on the integrated autocorrelation, the rate function one obtains at a given latitude by looking, locally in space, at long time averages agrees with what is obtained, instead, by looking, locally in time, at Large spatial averages along the latitude. This is a result of scale symmetry in the spatial-temporal turbulence and of the fact that advection is primarily zonal. This agreement hints at the universality of Large Deviations of the temperature field. Furthermore, we discover that the obtained rate function is able to describe spatially extended and temporally persistent heat waves or cold spells, if we consider temporal averages of spatial averages over intermediate spatial scales. Finally, we find out that Large Deviations are relatively more likely to occur when looking at these spatial averages performed over intermediate scales, thus pointing to the existence of weather patterns associated to the low-frequency variability of the atmosphere. Extreme value Theory is used to benchmark our results.

  • a Large Deviation Theory based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere
    arXiv: Statistical Mechanics, 2018
    Co-Authors: Vera Melinda Galfi, Valerio Lucarini, Jeroen Wouters
    Abstract:

    We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using Large Deviation Theory. To this end, we consider a simplified yet Earth-like general circulation model of the atmosphere and numerically estimate Large Deviation rate functions of near-surface temperature in the mid-latitudes. We find that, after a re-normalisation based on the integrated auto-correlation, the rate function one obtains at a given latitude by looking, locally in space, at long time averages agrees with what is obtained, instead, by looking, locally in time, at Large spatial averages along the latitude, as a result of scale symmetry in the spatial-temporal turbulence and of the fact that advection is primarily zonal. This agreement hints at the universality of Large Deviations of the temperature field. Furthermore, we discover that, when considering spatio-temporal averages, the obtained rate function is able to describe spatially extended and temporally persistent heat waves or cold spells. Extreme Value Theory is used to benchmark our results.

Huang Huang - One of the best experts on this subject based on the ideXlab platform.

  • a survey on delay aware resource control for wireless systems Large Deviation Theory stochastic lyapunov drift and distributed stochastic learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Rui Wang, Huang Huang, Shunqing Zhang
    Abstract:

    In this paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalentrate constraint approach, the Lyapunov stability drift approach, and the approximate Markov decision process approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity, and implementation issues. For each of the approaches, the problem setup, the general solution, and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multihop routing designs in general multihop networks are elaborated. Finally, the delay performances of various approaches are compared through simulations using an example of the uplink OFDMA systems.

  • A survey on delay-aware resource Control for wireless systems-Large Deviation Theory, stochastic lyapunov drift, and distributed stochastic learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Ying Cui, Vincent K N Lau, Huang Huang, Rui Wang, Shunqing Zhang
    Abstract:

    In this tutorial paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalent rate constraint approach, the Lyapunov stability drift approach and the approximate Markov Decision Process (MDP) approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity and implementation issues. For each of the approaches, the problem setup, the general solution and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multi-hop routing designs in general multi-hop networks are elaborated. Finally, the delay performance of the various approaches are compared through simulations using an example of the uplink OFDMA systems.

  • A Survey on Delay-Aware Resource Control for Wireless Systems—Large Deviation Theory, Stochastic Lyapunov Drift, and Distributed Stochastic Learning
    IEEE Transactions on Information Theory, 2012
    Co-Authors: Rui Wang, Huang Huang, Shunqing Zhang
    Abstract:

    In this paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalentrate constraint approach, the Lyapunov stability drift approach, and the approximate Markov decision process approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity, and implementation issues. For each of the approaches, the problem setup, the general solution, and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multihop routing designs in general multihop networks are elaborated. Finally, the delay performances of various approaches are compared through simulations using an example of the uplink OFDMA systems.

Vera Melinda Galfi - One of the best experts on this subject based on the ideXlab platform.

  • a Large Deviation Theory based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere
    Journal of Statistical Mechanics: Theory and Experiment, 2019
    Co-Authors: Vera Melinda Galfi, Valerio Lucarini, Jeroen Wouters
    Abstract:

    We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using Large Deviation Theory. To this end, we consider a simplified yet Earth-like general circulation model of the atmosphere and numerically estimate Large Deviation rate functions of near-surface temperature in the mid-latitudes. We find that, after a renormalisation based on the integrated autocorrelation, the rate function one obtains at a given latitude by looking, locally in space, at long time averages agrees with what is obtained, instead, by looking, locally in time, at Large spatial averages along the latitude. This is a result of scale symmetry in the spatial-temporal turbulence and of the fact that advection is primarily zonal. This agreement hints at the universality of Large Deviations of the temperature field. Furthermore, we discover that the obtained rate function is able to describe spatially extended and temporally persistent heat waves or cold spells, if we consider temporal averages of spatial averages over intermediate spatial scales. Finally, we find out that Large Deviations are relatively more likely to occur when looking at these spatial averages performed over intermediate scales, thus pointing to the existence of weather patterns associated to the low-frequency variability of the atmosphere. Extreme value Theory is used to benchmark our results.

  • a Large Deviation Theory based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere
    arXiv: Statistical Mechanics, 2018
    Co-Authors: Vera Melinda Galfi, Valerio Lucarini, Jeroen Wouters
    Abstract:

    We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using Large Deviation Theory. To this end, we consider a simplified yet Earth-like general circulation model of the atmosphere and numerically estimate Large Deviation rate functions of near-surface temperature in the mid-latitudes. We find that, after a re-normalisation based on the integrated auto-correlation, the rate function one obtains at a given latitude by looking, locally in space, at long time averages agrees with what is obtained, instead, by looking, locally in time, at Large spatial averages along the latitude, as a result of scale symmetry in the spatial-temporal turbulence and of the fact that advection is primarily zonal. This agreement hints at the universality of Large Deviations of the temperature field. Furthermore, we discover that, when considering spatio-temporal averages, the obtained rate function is able to describe spatially extended and temporally persistent heat waves or cold spells. Extreme Value Theory is used to benchmark our results.