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Related papers: Entropy: The Markov Ordering Approach

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We present two new methods for estimating the order (memory depth) of a finite alphabet Markov chain from observation of a sample path. One method is based on entropy estimation via recurrence times of patterns, and the other relies on a…

Statistics Theory · Mathematics 2007-06-13 Yuval Peres , Paul Shields

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…

Rings and Algebras · Mathematics 2023-01-02 Chengshen Xu

General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…

Mathematical Physics · Physics 2010-02-10 Dmitri L. Finkelshtein , Yuri G. Kondratiev , Maria Joao Oliveira

We consider some questions concerning the monotonicity properties of entropy and mean entropy of states on translationally invariant systems (classical lattice, quantum lattice and quantum continuous). By taking the property of strong…

Mathematical Physics · Physics 2008-11-26 Amanda R. Kay , Bernard S. Kay

Smoothness has long been the dominant form of parsimony in functional data analysis, to the point of occasionally being conflated with the very notion of functional data. However, many core inferential tasks depend on the inverse…

Methodology · Statistics 2026-04-21 Ulysse Naepels , Victor M. Panaretos

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

Computational Complexity · Computer Science 2016-05-06 Anatol Slissenko

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…

Statistical Mechanics · Physics 2022-10-11 Zou Dan Dan

In its continuous version, the entropy functional measuring the information content of a given probability density may be plagued by a "measure" problem that results from improper weighting of phase space. This issue is addressed…

Statistical Mechanics · Physics 2011-06-08 P. Maynar , E. Trizac

This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of…

Operator Algebras · Mathematics 2010-08-30 Takahiro Hasebe

Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…

Probability · Mathematics 2019-11-12 Benedikt Köpfer , Ludger Rüschendorf

We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…

Probability · Mathematics 2024-10-25 Michel Benaïm , Oliver Tough

We compare two approaches to non-Markovian quantum evolution: one based on the concept of divisible maps and the other one based on distinguishability of quantum states. The former concept is fully characterized in terms of local generator…

Quantum Physics · Physics 2013-04-30 Dariusz Chruściński , Filip A. Wudarski

We investigate the diagonal entropy for ground states of the extended Kitaev chains with extensive pairing and hopping terms. The systems contain rich topological phases equivalently represented by topological invariant winding numbers and…

Quantum Physics · Physics 2019-12-02 Hong Qiao , Zheng-Hang Sun , Feng-Xiao Sun , Liang-Zhu Mu , Qiongyi He , Heng Fan

We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus let down a curtain on a possible formulation of a principle of…

Statistical Mechanics · Physics 2013-09-06 Matteo Polettini , Massimiliano Esposito

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

Probability · Mathematics 2024-11-08 Leonid Koralov , Ishfaaq Mohammed Imtiyas

The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing…

Populations and Evolution · Quantitative Biology 2022-10-21 Diogo Costa-Cabanas , Fabio A. C. C. Chalub , Max O. Souza

Product probability property, known in the literature as statistical independence, is examined first. Then generalized entropies are introduced, all of which give generalizations to Shannon entropy. It is shown that the nature of the…

Statistics Theory · Mathematics 2009-11-13 A. M. Mathai , H. J. Haubold

We have earlier constructed a generalized entropy concept to show the direction of time in an evolution following from a Markov generator. In such a dynamical system, the entity found changes in a monotonic way starting from any initial…

Quantum Physics · Physics 2010-05-10 Erika Andersson , Stig Stenholm

Ergodic optimization aims to describe dynamically invariant probability measures that maximize the integral of a given function. For a wide class of intrinsically ergodic subshifts over a finite alphabet, we show that the space of…

Dynamical Systems · Mathematics 2026-04-15 Mao Shinoda , Hiroki Takahasi , Kenichiro Yamamoto