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This paper explores some applications of a two-moment inequality for the integral of the $r$-th power of a function, where $0 < r< 1$. The first contribution is an upper bound on the R\'{e}nyi entropy of a random vector in terms of the two…

Information Theory · Computer Science 2017-02-24 Galen Reeves

The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized…

Probability · Mathematics 2024-11-27 Dmitri Finkelshtein , Anatoliy Malyarenko , Yuliya Mishura , Kostiantyn Ralchenko

We show that the typical dynamical system sometimes begins to behave like a non-deterministic system with a small classical entropy, and this behavior lasts an extremely long time, until the system starts decreasing entropy. Then again it…

Dynamical Systems · Mathematics 2020-07-28 V. V. Ryzhikov

We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…

Methodology · Statistics 2016-07-14 Hajo Holzmann , Bernhard Klar

Thermodynamic entropy is determined by a heat measurement through the Clausius equality. The entropy then formalizes a fundamental limitation of operations by the second law of thermodynamics. The entropy is also expressed as the Shannon…

Statistical Mechanics · Physics 2015-06-17 Shin-ichi Sasa

The principle of entropy increase is not only the basis of statistical mechanics, but also closely related to the irreversibility of time, the origin of life, chaos and turbulence. In this paper, we first discuss the dynamic system…

Statistical Mechanics · Physics 2022-10-11 Zou Dan Dan

When particles are multiply scattered by a random potential, their momentum distribution becomes isotropic on average. We study this quantum dynamics numerically and with a master equation. We show how to measure the elastic scattering time…

Quantum Gases · Physics 2013-04-11 T. Plisson , T. Bourdel , C. A. Müller

Entropy measures of probability distributions are widely used measures in ecology, biology, genetics, and in other fields, to quantify species diversity of a community. Unfortunately, entropy-based diversity indices, or diversity indices…

Populations and Evolution · Quantitative Biology 2014-08-14 Karim T. Abou-Moustafa

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…

Machine Learning · Statistics 2020-02-27 Yi Hao , Alon Orlitsky

Entropy plays a key role in statistical physics of complex systems, which in general exhibit diverse aspects of emergence on different scales. However, it still remains not fully resolved how entropy varies with the coarse-graining level…

Statistical Mechanics · Physics 2017-08-07 Segun Goh , Jungzae Choi , MooYoung Choi , Byung-Gook Yoon

A definition for the entanglement entropy in both Abelian and non-Abelian gauge theories has been given in the literature, based on an extended Hilbert space construction. The result can be expressed as a sum of two terms, a classical term…

High Energy Physics - Theory · Physics 2019-08-15 Upamanyu Moitra , Ronak M Soni , Sandip P. Trivedi

Entropy in thermodynamics is an extensive quantity, whereas standard methods in statistical mechanics give rise to a non-extensive expression for the entropy. This discrepancy is often seen as a sign that basic formulas of statistical…

History and Philosophy of Physics · Physics 2012-09-06 Dennis Dieks

Building on work of Kontsevich, we introduce a definition of the entropy of a finite probability distribution in which the "probabilities" are integers modulo a prime p. The entropy, too, is an integer mod p. Entropy mod p is shown to be…

Number Theory · Mathematics 2020-12-03 Tom Leinster

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

chao-dyn · Physics 2009-10-31 M. Abel , L. Biferale , M. Cencini , M. Falcioni , D. Vergni , A. Vulpiani

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

We derive some Quantum Central Limit Theorems for expectation values of macroscopically coarse-grained observables, which are functions of coarse-grained hermitean operators. Thanks to the hermicity constraints, we obtain positive-definite…

Quantum Physics · Physics 2023-12-06 Tien D. Kieu

Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…

Mathematical Physics · Physics 2025-08-26 Hong Qian , Zhongwei Shen

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some of these entropy metrics can be generalised to data on periodic structures such as a grid or lattice…

Combinatorics · Mathematics 2021-10-22 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero