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Related papers: Scaled entropy of filtrations of $\sigma$-fields

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Sequential Monte Carlo (SMC) methods, also known as particle filters, constitute a class of algorithms used to approximate expectations with respect to a sequence of probability distributions as well as the normalising constants of those…

Computation · Statistics 2026-01-14 Axel Finke , Arnaud Doucet , Adam M. Johansen

We define a general notion of a smooth invariant (central) ergodic measure on the space of paths of an $N$-graded graph (Bratteli diagram). It is based on the notion of standardness of the tail filtration in the space of paths, and the…

Representation Theory · Mathematics 2013-12-30 Anatoly Vershik

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic

We introduce the notion of induced topological pressure for countable state Markov shifts with respect to a non-negative scaling function and an arbitrary subset of finite words. Firstly, the scaling function allows a direct access to…

Dynamical Systems · Mathematics 2014-01-28 Johannes Jaerisch , Marc Kesseböhmer , Sanaz Lamei

In this work we consider an ensemble of random $\mathbb{Z}^d$-shifts of finite type ($\mathbb{Z}^d$-SFTs) and prove several results concerning the behavior of typical systems with respect to emptiness, entropy, and periodic points. These…

Dynamical Systems · Mathematics 2014-08-19 Kevin McGoff , Ronnie Pavlov

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

Entanglement entropy under a particle bipartition provides complementary information to mode entanglement as it is sensitive to interactions and particle statistics at leading order and does not depend on any externally imposed length…

A. Vershik discovered that filtrations indexed by the non-positive integers may have a paradoxical asymptotic behaviour near the time $-\infty$, called non-standardness. For example, two dyadic filtrations with trivial tail $\sigma$-field…

Probability · Mathematics 2012-08-02 Gael Ceillier , Christophe Leuridan

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

We study the dynamics of the metrics generated by measure preserving transformations. We consider a sequence of average metrics and define the corresponding sequence of $\epsilon$-entropies ({\it scaling sequence}) of the measure with…

Dynamical Systems · Mathematics 2011-02-22 A. Vershik

We study approximation schemes for shift spaces over a finite alphabet using (pseudo)metrics connected to Ornstein's $\bar{d}$ metric. This leads to a class of shift spaces we call $\bar{d}$-approachable. A shift space…

Dynamical Systems · Mathematics 2022-01-05 Jakub Konieczny , Michal Kupsa , Dominik Kwietniak

The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (MEDM) to detect the structure scale of a given time series,…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Jeong Won Lee , Joongwoo Brian Park , Hang-Hyun Jo , Jae-Suk Yang , Hie-Tae Moon

We present a method of short-distance analysis in quantum field theory that does not require choosing a renormalization prescription a priori. We set out from a local net of algebras with associated pointlike quantum fields. The net has a…

Mathematical Physics · Physics 2009-01-01 Henning Bostelmann , Claudio D'Antoni , Gerardo Morsella

The notion of tree-shifts constitutes an intermediate class in between one-sided shift spaces and multidimensional ones. This paper proposes an algorithm for computing of the entropy of a tree-shift of finite type. Meanwhile, the entropy of…

Dynamical Systems · Mathematics 2022-07-20 Jung-Chao Ban , Chih-Hung Chang

We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…

Dynamical Systems · Mathematics 2016-11-26 Christoph Kawan

The excursion set approach uses the statistics of the density field smoothed on a wide range of scales, to gain insight into a number of interesting processes in nonlinear structure formation, such as cluster assembly, merging and…

Cosmology and Nongalactic Astrophysics · Physics 2014-10-13 Marcello Musso , Ravi K. Sheth

Entropy dimension is an entropy-type quantity which takes values in $[0,1]$ and classifies different levels of intermediate growth rate of complexity for dynamical systems. In this paper, we consider the complexity of skew products of…

Dynamical Systems · Mathematics 2021-07-01 Dou Dou , Kyewon Koh Park

Matrix-based centrality measures have enjoyed significant popularity in network analysis, in no small part due to our ability to rigorously analyze their behavior as parameters vary. Recent work has considered the relationship between…

Social and Information Networks · Computer Science 2019-02-06 Eric Horton , Kyle Kloster , Blair D. Sullivan

We consider the one-parameter family of interval maps arising from generalized continued fraction expansions known as alpha-continued fractions. For such maps, we perform a numerical study of the behaviour of metric entropy as a function of…

Dynamical Systems · Mathematics 2015-05-14 Carlo Carminati , Stefano Marmi , Alessandro Profeti , Giulio Tiozzo

In this paper, we introduce the notions of topological pressure and measure-theoretic entropy for a free semigroup action. Suppose that a free semigroup acts on a compact metric space by continuous self-maps. To this action, we assign a…

Dynamical Systems · Mathematics 2016-10-27 Xiaogang Lin , Dongkui Ma , Yupan Wang