# Universality and Control of Fat Tails

arXiv: https://arxiv.org/abs/2303.09635 · HTML: https://mlsanity.com/paper/2303.09635/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Mar 2023.

## Built on by (most cited first, 2 of 2)

- [Physics-Guided Actor-Critic Reinforcement Learning for Swimming in Turbulence](https://mlsanity.com/paper/2406.10242/) (2024)
- [Mixing Artificial and Natural Intelligence: From Statistical Mechanics to AI and Back to Turbulence](https://mlsanity.com/paper/2403.17993/) (2024)

## Abstract (arXiv)

Motivated by applications in hydrodynamics and networks of thermostatically-control loads in buildings we study control of linear dynamical systems driven by additive and also multiplicative noise of a general position. Utilizing mathematical theory of stochastic multiplicative processes we present a universal way to estimate fat, algebraic tails of the state vector probability distributions. This prompts us to introduce and analyze mean-q-power stability criterion, generalizing the mean-square stability criterion, and then juxtapose it to other tools in control.