Related papers: Entropies in case of continuous time
We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…
Measuring the average information that is necessary to describe the behaviour of a dynamical system leads to a generalization of the Kolmogorov-Sinai entropy. This is particularly interesting when the system has null entropy and the…
Dynamics, the study of change, is normally the subject of mechanics. Whether the chosen mechanics is ``fundamental'' and deterministic or ``phenomenological'' and stochastic, all changes are described relative to an external time. Here we…
Observing how long a dynamical system takes to return to some state is one of the most simple ways to model and quantify its dynamics from data series. This work proposes two formulas to estimate the KS entropy and a lower bound of it, a…
The entropy of network ensembles characterizes the amount of information encoded in the network structure, and can be used to quantify network complexity, and the relevance of given structural properties observed in real network datasets…
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…
Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…
The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…
Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…
Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…
We address the problem of applying the Kolmogorov-Sinai method of entropic analysis, expressed in a generalized non-extensive form, to the dynamics of the logistic map at the chaotic threshold, which is known to be characterized by a power…
We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…
In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set it is not possible to reconstruct the invariant measure up to arbitrary fine resolution and arbitrary high…
There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…
Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…
An "entropy increasing to the maximum" result analogous to the entropic central limit theorem (Barron 1986; Artstein et al. 2004) is obtained in the discrete setting. This involves the thinning operation and a Poisson limit. Monotonic…
In this paper, we present some results on information, complexity and entropy as defined below and we discuss their relations with the Kolmogorov-Sinai entropy which is the most important invariant of a dynamical system. These results have…
The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…