Related papers: The Dynamics of EEG Entropy
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…
The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…
We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…
Electroencephalography (EEG) signals reflect activities on certain brain areas. Effective classification of time-varying EEG signals is still challenging. First, EEG signal processing and feature engineering are time-consuming and highly…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We study the Langevin dynamics of a dipole diffusing in a random electrical field E derived from a quenched Gaussian potential. We show that in a suitable adiabatic limit (where the dynamics of the dipole moment is much faster than the…
In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…
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…
Electroencephalography (EEG) is a critical, non-invasive method to monitor electrical brain activity. EEGs can span anywhere from a couple seconds to multiple hours, posing a major hurdle for existing deep learning methods due to two major…
Several analysis methods for nonstationary fluctuations are described and applied to the edge localized mode (ELM) instabilities of limiter H-mode plasmas. The microwave scattering diagnostic observes poloidal $k_{\theta}$ values of 3.3…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
Entropy measures are effective features for time series classification problems. Traditional entropy measures, such as Shannon entropy, use probability distribution function. However, for the effective separation of time series, new entropy…
By means of the concept of balanced estimation of diffusion entropy we evaluate reliable scale-invariance embedded in different sleep stages and stride records. Segments corresponding to Wake, light sleep, REM, and deep sleep stages are…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…
The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…
In this article, the dynamics and complexity of a noise induced blood flow system have been investigated. Changes in the dynamics have been recognized by measuring the periodicity over significant parameters. Chaotic as well as non-chaotic…
Epilepsy is a neurological disorder arising from anomalies of the electrical activity in the brain, affecting about 0.5--0.8\% of the world population. Several studies investigated the relationship between seizures and brainwave…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…