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Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

In our derivation of the second law of thermodynamics from the relation of adiabatic accessibility of equilibrium states we stressed the importance of being able to scale a system's size without changing its intrinsic properties. This…

Mathematical Physics · Physics 2015-06-19 Elliott H. Lieb , Jakob Yngvason

We show that the typical dynamical system sometimes begins to behave like a non-deterministic system with a small classical entropy, and this behavior lasts an extremely long time, until the system starts decreasing entropy. Then again it…

Dynamical Systems · Mathematics 2020-07-28 V. V. Ryzhikov

We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…

Dynamical Systems · Mathematics 2025-02-11 Davor Dragicevic , Yeor Hafouta

Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Inspired by Katok's intermediate entropy property [Inst. Hautes \'Etudes Sci. Publ. Math. 51 (1980), 137-173], we introduce and study the notion of entropy flexibility for discrete-time and continuous-time dynamical systems. By using…

Dynamical Systems · Mathematics 2025-07-18 Alexander Arbieto , Piotr Oprocha , Elias Rego

This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published…

Statistics Theory · Mathematics 2019-06-12 Leo Pasquazzi

We give sufficient Gordin-type criteria for the iterated (enhanced) weak invariance principle to hold for deterministic dynamical systems. Such an invariance principle is intrinsically related to the interpretation of stochastic integrals.…

Dynamical Systems · Mathematics 2022-05-30 Matt Galton , Ian Melbourne

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

In vector quantization the number of vectors used to construct the codebook is always an undefined problem, there is always a compromise between the number of vectors and the quantity of information lost during the compression. In this text…

Probability · Mathematics 2007-05-23 Rami Kanhouche

The concept of Entropy plays a key role in Information Theory, Statistics, and Machine Learning.This paper introduces a new entropy measure, called the t-entropy, which exploits the concavity of the inverse-tan function. We analytically…

Information Theory · Computer Science 2021-05-06 Saptarshi Chakraborty , Debolina Paul , Swagatam Das

This paper serves a twofold purpose. First, a unified perspective on diversity indices is introduced based on an entropic basis. It is shown that the class of all linear combinations of the entropic basis, referred to as the class of linear…

Statistics Theory · Mathematics 2020-01-22 Zhiyi Zhang , Michael Grabchak

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

Dynamical Systems · Mathematics 2018-04-05 Fritz Colonius

The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not…

Numerical Analysis · Mathematics 2022-12-28 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…

Probability · Mathematics 2023-03-06 Daniel Lazarev

An attempt is made to construct composable composite entropy with different $q$ indices of subsystems and address the H-theorem problem of the composite system. Though the H-theorem does not hold in general situations, it is shown that some…

Statistical Mechanics · Physics 2009-10-31 K. Sasaki , M. Hotta

This paper has been withdrawn by the authors, due an error involving the weak* convergence argument in section 2

Dynamical Systems · Mathematics 2007-05-23 Marcus Pivato , Reem Yassawi

In a paper [8] the authors classify entropy into three categories, as a thermodynamics quantity, as a measure of information production, and as a means of statistical inference. An entropy measure introduced by Mathai falls into the second…

Statistical Mechanics · Physics 2024-10-31 Hans J. Haubold