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We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…

Probability · Mathematics 2024-09-23 Nguyen Tien Dung

The local structure entropy is a new method which is proposed to identify the influential nodes in the complex networks. In this paper a new form of the local structure entropy of the complex networks is proposed based on the Tsallis…

Social and Information Networks · Computer Science 2015-02-03 Qi Zhang , Meizhu Li , Yuxian Du , Yong Deng , Sankaran Mahadevan

Starting with the relative entropy based on a previously proposed entropy function $S_q[p]=\int dx p(x)(-\ln p(x))^q$, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher…

Statistical Mechanics · Physics 2015-05-13 Marcelo R. Ubriaco

This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish not only the continuous part of the process from its jumps…

Probability · Mathematics 2007-05-23 Yacine Ait-Sahalia , Jean Jacod

Filtering theory gives an explicit models for the flow of information and thereby quantifies the rates of change of information supplied to and dissipated from the filter's memory. Here we extend the analysis of Mitter and Newton from…

Mathematical Physics · Physics 2017-10-17 John E. Gough , Nina H. Amini

More and more works deal with statistical systems far from equilibrium, dominated by unidirectional stochastic processes augmented by rare resets. We analyze the construction of the entropic distance measure appropriate for such dynamics.…

Statistical Mechanics · Physics 2017-11-08 Tamás S. Biró , András Telcs , Zoltán Néda

A time-dependent statistical description of multiple particle breakage is presented. The approach combines the Tsallis non-extensive entropy with a fractal kinetic equation for the time variation of the number of fragments. The obtained…

Statistical Mechanics · Physics 2014-12-04 Oscar Sotolongo-Costa , Luis Manuel Gaggero-Sager , Miguel Eduardo Mora-Ramos

The aim of this paper is to investigate the q -> 1/q duality in an information-entropy theory of all q-generalized entropy functionals (Tsallis, Renyi and Sharma-Mittal measures) in the light of a representation based on generalized…

Statistical Mechanics · Physics 2007-05-23 Marco Masi

Maximum entropy principles in nonextensive statistical physics are revisited as an application of the Tsallis relative entropy defined for non-negative matrices in the framework of matrix analysis. In addtition, some matrix trace…

Statistical Mechanics · Physics 2010-01-12 Shigeru Furuichi

We theoretically investigate parameter quantum estimation in quantum chaotic systems. Our analysis is based on an effective description of non-integrable quantum systems in terms of a random matrix Hamiltonian. Based on this approach we…

The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we…

Statistical Mechanics · Physics 2020-07-01 S. N. Saadatmand , Tim Gould , E. G. Cavalcanti , J. A. Vaccaro

The relevance of the concept of Fisher information is increasing in both statistical physics and quantum computing. From a statistical mechanical standpoint, the application of Fisher information in the kinetic theory of gases is…

Quantum Physics · Physics 2018-05-09 Carlo Cafaro , Paul M. Alsing

We consider high dimensional Wishart matrices $\mathbb{X} \mathbb{X}^{\top}$ where the entries of $\mathbb{X} \in {\mathbb{R}^{n \times d}}$ are i.i.d. from a log-concave distribution. We prove an information theoretic phase transition:…

Probability · Mathematics 2018-08-14 Sébastien Bubeck , Shirshendu Ganguly

High-energy phenomena presenting strong dynamical correlations, long-range interactions and microscopic memory effects are well described by nonextensive versions of the canonical Boltzmann-Gibbs statistical mechanics. After a brief…

High Energy Physics - Lattice · Physics 2014-05-30 Rafael B. Frigori

A new approach to non-extensive thermodynamical systems with non-additive energy and entropy is proposed. The main idea of the paper is based on the statistical matching of the thermodynamical systems with the additive multi-step Markov…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. S. Apostolov , Z. A. Mayzelis , O. V. Usatenko , V. A. Yampol'skii

In this work, conditional entropy is used to quantify the information loss induced by passing a continuous random variable through a memoryless nonlinear input-output system. We derive an expression for the information loss depending on the…

Information Theory · Computer Science 2012-02-03 Bernhard C. Geiger , Christian Feldbauer , Gernot Kubin

In this note we establish hypocoercivity and exponential relaxation to the Maxwellian for a class of kinetic Fokker-Planck-Alignment equations arising in the studies of collective behavior. Unlike previously known results in this direction…

Analysis of PDEs · Mathematics 2021-07-23 Roman Shvydkoy

A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive…

Statistical Mechanics · Physics 2015-06-19 Sarah Marzen , James P. Crutchfield

We evaluate generalized information measures constructed with Husimi distributions and connect them with the Wehrl entropy, on the one hand, and with thermal uncertainty relations, on the other one. The concept of escort distribution plays…

Statistical Mechanics · Physics 2015-06-24 F. Pennini , A. Plastino

It is well known that entropy production is a proxy to the detection of non-equilibrium, i.e. of the absence of detailed balance; however, due to the global character of this quantity, its knowledge does not allow to identify spatial…

Statistical Mechanics · Physics 2021-09-01 Camilla Sarra , Marco Baldovin , Angelo Vulpiani