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Related papers: On analytic properties of entropy rate

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We study the effect of the choice of embedding geometry on the entropy of random geometric graph ensembles with soft connection functions. First we show that when the connection range is small, the entropy is dependent only on the dimension…

Probability · Mathematics 2026-01-22 Oliver Baker , Carl P. Dettmann

Entropy based ideas find wide-ranging applications in finance for calibrating models of portfolio risk as well as options pricing. The abstracted problem, extensively studied in the literature, corresponds to finding a probability measure…

Statistical Finance · Quantitative Finance 2014-11-04 Santanu Dey , Sandeep Juneja , Karthyek R. A. Murthy

We consider shift spaces in which elements of the alphabet may overlap nontransitively. We define a notion of entropy for such spaces, give several techniques for computing lower bounds for it, and show that it is equal to a limit of…

Dynamical Systems · Mathematics 2010-11-16 Fabio Drucker , David Richeson , Jim Wiseman

This paper investigates a function of macroscopic variables known as the singular potential, building on previous work by Ball and Majumdar. The singular potential is a function of the admissible statistical averages of probability…

Analysis of PDEs · Mathematics 2016-07-18 Jamie M. Taylor

We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is…

Information Theory · Computer Science 2010-12-10 Yuval Peres , Anthony Quas

In analogy to the topological entropy for continuous endomorphisms of totally disconnected locally compact groups, we introduce a notion of topological entropy for continuous endomorphisms of locally linearly compact vector spaces. We study…

Group Theory · Mathematics 2021-01-22 Ilaria Castellano , Anna Giordano Bruno

The topological entropy of piecewise affine maps is studied. It is shown that singularities may contribute to the entropy only if there is angular expansion and we bound the entropy via the expansion rates of the map. As a corollary we…

Dynamical Systems · Mathematics 2007-05-23 Boris Kruglikov , Martin Rypdal

We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…

Data Analysis, Statistics and Probability · Physics 2007-10-24 Peter Sunehag

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

Subentropy is an entropy-like quantity that arises in quantum information theory; for example, it provides a tight lower bound on the accessible information for pure state ensembles, dual to the von Neumann entropy upper bound in Holevo's…

Quantum Physics · Physics 2015-12-31 Nilanjana Datta , Tony Dorlas , Richard Jozsa , Fabio Benatti

The notion of matrix entropy was introduced by Tropp and Chen with the aim of measuring the fluctuations of random matrices. It is a certain entropy functional constructed from a representing function with prescribed properties, and Tropp…

Mathematical Physics · Physics 2015-09-25 Frank Hansen , Zhihua Zhang

We study the exponential decay of relative entropy functionals for zero-range processes on the complete graph. For the standard model with rates increasing at infinity we prove entropy dissipation estimates, uniformly over the number of…

Probability · Mathematics 2010-10-11 Pietro Caputo , Gustavo Posta

A possible mechanism of time is formulated by developing an idea of time replaced by quantum correlations, with the aid of modern quantum information theory. We invent a microscopic model, where correlations of a closed system are steadily…

Quantum Physics · Physics 2011-11-14 Akimasa Miyake

Shannon's entropy and other entropy-based concepts are derived from the new, more general concept of relative divergence of one "grading' function on a linearly ordered set from another such function. The definition of relative divergence…

Probability · Mathematics 2019-03-14 Alexander Dukhovny

We develop entropy and variance results for the product of independent identically distributed random variables on Lie groups. Our results apply to the study of stationary measures in various contexts.

Probability · Mathematics 2026-02-03 Samuel Kittle , Constantin Kogler

Computational entropies provide a framework for quantifying uncertainty and randomness under computational constraints. They play a central role in classical cryptography, underpinning the analysis and construction of primitives such as…

Quantum Physics · Physics 2026-02-03 Noam Avidan , Rotem Arnon

Any continuous curve in a higher dimensional space can be considered a trajectory that can be parameterized by a single variable, usually taken as time. It is well known that a continuous curve can have a fractional dimensionality, which…

Data Analysis, Statistics and Probability · Physics 2024-05-08 Roxana Peña-Mendieta , Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Daniel Estevez-Moya , Danays Kunka

We derive, for a bistochastic strictly contractive quantum channel on a matrix algebra, a relation between the contraction rate and the rate of entropy production. We also sketch some applications of our result to the statistical physics of…

Mathematical Physics · Physics 2007-05-23 Maxim Raginsky

We consider families of finite quantum graphs of increasing size and we are interested in how eigenfunctions are distributed over the graph. As a measure for the distribution of an eigenfunction on a graph we introduce the entropy, it has…

Mathematical Physics · Physics 2014-05-23 Lionel Kameni , Roman Schubert

We explain the notion of the {\em entropy} of a discrete random variable, and derive some of its basic properties. We then show through examples how entropy can be useful as a combinatorial enumeration tool. We end with a few open…

Combinatorics · Mathematics 2014-07-01 David Galvin