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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

In the present work, we provide the asymptotic behavior of the residual-past entropy, of the mean residual-past lifetime distribution and of the residual-past inaccuracy measure. We are interested in these measures of uncertainty in the…

Statistics Theory · Mathematics 2019-12-03 Ba Amadou Diadie

A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' $S$ defined in the natural time-domain [Phys. Rev. E {\bf 68}, 031106, 2003]. This entropy is not a static one as, for example, the Shannon…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

Stochastic processes out-of-equilibrium often involve asymmetric contributions that break detailed balance and lead to non-monotonic entropy production, limiting thermodynamic interpretations and inference techniques. Here we use Dyson maps…

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

Statistical Mechanics · Physics 2026-02-17 Yoshihiko Hasegawa

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

Radical-ion-pair reactions were recently shown to manifest a host of non-trivial quantum effects accounted for by quantum measurement theory. An alternative approach purporting to describe the fundamental quantum dynamics of spin-selective…

Quantum Physics · Physics 2010-11-10 Iannis K. Kominis

Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is…

Statistical Mechanics · Physics 2018-02-19 Simon Lee Dettmer , Johannes Berg

A generalization of the entropy production rate is proposed $\Pi_q$ in non-equilibrium systems by extending the formalism of classical stochastic thermodynamics to regimes with non-Gaussian fluctuations. Through the R\'enyi entropy $S_q$ ,…

Statistical Mechanics · Physics 2025-10-02 J. M. Nieto-Villar , R. Mansilla , I. Santamaria-Holek

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

Statistical Mechanics · Physics 2015-12-09 Gennaro Auletta , Lamberto Rondoni , Angelo Vulpiani

We give a survey of the entropy theory of interval maps as it can be analyzed using ergodic theory, especially measures of maximum entropy and periodic points. The main tools are (i) a version of Hofbauer's Markov diagram, (ii) the…

Dynamical Systems · Mathematics 2007-05-23 Jerome Buzzi

We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the $Q$-process, into the…

Dynamical Systems · Mathematics 2025-08-21 Matheus M. Castro , Dennis Chemnitz , Hugo Chu , Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

This paper is concerned with non-parametric estimation of the entropy in ranked set sampling. Theoretical properties of the proposed estimator are studied. The proposed estimator is compared with the rival estimator in simple random…

Computation · Statistics 2015-06-16 Morteza Amini , Mahdi Mahdizadeh

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

Intermittent maps of the interval are simple and widely-studied models for chaos with slow mixing rates, but have been notoriously resistant to numerical study. In this paper we present an effective framework to compute many ergodic…

Dynamical Systems · Mathematics 2021-06-04 Caroline L. Wormell

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

Dynamical Systems · Mathematics 2022-10-03 Peng Sun

We propose an alternative method to compute the entropy production of a classical underdamped nonequilibrium system in a continuous phase space. This approach has the advantage that it is not necessary to distinguish between even and…

Statistical Mechanics · Physics 2013-10-23 David Luposchainsky , Haye Hinrichsen
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