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We consider nonequilibrium systems with complex dynamics in stationary states with large fluctuations of intensive quantities (e.g. the temperature, chemical potential, or energy dissipation) on long time scales. Depending on the…

Statistical Mechanics · Physics 2009-11-07 C. Beck , E. G. D. Cohen

In this technical note, we give two extensions of the classical Fano inequality in information theory. The first extends Fano's inequality to the setting of estimation, providing lower bounds on the probability that an estimator of a…

Information Theory · Computer Science 2014-01-03 John C. Duchi , Martin J. Wainwright

This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…

Systems and Control · Computer Science 2016-11-18 Junlin Xiong , James Lam , Zhan Shu , Xuerong Mao

We extend present Shannon's static statistical information theory to dynamic processes and establish a dynamic statistical information theory. We derive the nonlinear evolution equations of dynamic information density and dynamic…

Statistical Mechanics · Physics 2007-05-23 Xing Xiu-San

This paper addresses the stability analysis of infinite-dimensional sampled-data systems under unbounded perturbations. We present two classes of unbounded perturbations preserving the exponential stability of sampled-data systems. To this…

Optimization and Control · Mathematics 2019-10-04 Masashi Wakaiki , Yutaka Yamamoto

We give a definition for Obstacle Problems with measure data and general obstacles. For such problems we prove existence and uniqueness of solutions and consistency with the classical theory of Variational Inequalities. Continuous…

Functional Analysis · Mathematics 2007-05-23 P. Dall'Aglio , C. Leone

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…

Information Theory · Computer Science 2018-04-03 Jorge F. Silva

We servey a series of investigations of optimal testing of multiple hypotheses conserning various multiobject models. These studies are a bright instance of application of methods and technics developed in Shannon information theory to…

Statistics Theory · Mathematics 2012-04-16 Evgueni Haroutunian , Parandzem Hakobyan

We analyze geometric terms and scaling properties of the Shannon mutual information in the continuum. This is done for a free massless scalar field theory in $d$-dimensions, in a coherent state reduced with respect to a general…

High Energy Physics - Theory · Physics 2017-06-28 David R. Junior , Luis E. Oxman

Some aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a…

Chaotic Dynamics · Physics 2007-05-23 Fabio Cecconi , Massimo Falcioni , Angelo Vulpiani

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

Statistical Mechanics · Physics 2009-11-11 E. V. Vakarin , J. P. Badiali

Shannon based his information theory on the notion of probability measures as it we developed by Kolmogorov. In this paper we study some fundamental problems in information theory based on expectation measures. In the theory of expectation…

Information Theory · Computer Science 2025-01-30 Peter Harremoës

In this paper we extend our findings in [3] and answer further questions regarding continuity and discontinuity of seminorms on infinite-dimensional vector spaces.

Functional Analysis · Mathematics 2020-03-10 Jacek Chmieliński , Moshe Goldberg

This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.

Probability · Mathematics 2019-05-09 Mark Whitmeyer

Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…

Statistical Mechanics · Physics 2013-12-24 E. V. Vakarin

For a metric space $(A,d)$, and a set $\Sigma$ of equations, some quantities are introduced that measure the size of discontinuities that must occur in operations satisfying $\Sigma$ (identically) on $A$. We are able to evaluate these…

Rings and Algebras · Mathematics 2015-04-08 Walter Taylor

A measure called Physical Complexity is established and calculated for a population of sequences, based on statistical physics, automata theory, and information theory. It is a measure of the quantity of information in an organism's genome.…

Biological Physics · Physics 2011-12-02 Gerard Briscoe , Philippe De Wilde

Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…

Information Theory · Computer Science 2025-03-07 Chan Li , Hejun Xu , Zhu Cao

Information Theory provides a fundamental basis for analysis, and for a variety of subsequent methodological approaches, in relation to uncertainty quantification. The transversal character of concepts and derived results justifies its…

Statistics Theory · Mathematics 2024-11-27 Jose M. Angulo , Francisco J. Esquivel , Ana E. Madrid , Francisco J. Alonso