Related papers: Permutation Complexity via Duality between Values …
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.…
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…
Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…
We study the N-step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and…
Algorithmic decidability is established for two order-theoretic properties of downward closed subsets defined by finitely many obstructions in two infinite posets. The properties under consideration are: (a) being atomic, i.e. not being…
On account of a greater need for understanding the complexity of time series like physiological time series, financial time series, and many more that enter into picture for their inculpation with real-world problems, several complexity…
In this paper we define a variant of the Ising model in which spins are replaced with permutations. The energy between two spins is a function of the relative disorder of one spin, a permutation, to the other. This model is motivated by a…
Time-series analysis in terms of ordinal patterns is revisited by introducing a generalized permutation entropy $H_p(w,L)$, which depends on two different window lengths: $w$, implicitly defining the resolution of the underlying partition;…
The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…
We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…
We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima…
In recent letter [Phys. Rev. Lett {\bf 121}, 070601 (2018), arXiv:1802.06554], the speed limit for classical stochastic Markov processes is considered, and a trade-off inequality between the speed of the state transformation and the entropy…
Complexity measures are essential to understand complex systems and there are numerous definitions to analyze one-dimensional data. However, extensions of these approaches to two or higher-dimensional data, such as images, are much less…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
The questions we raise in this letter are as follows: What is the most general representation of a quantum state at a single point in time? Can we adapt the current formalisms to situations where the order of quantum operations is…
We present exact results for two complementary measures of spatial structure generated by 1D spin systems with finite-range interactions. The first, excess entropy, measures the apparent spatial memory stored in configurations. The second,…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
We introduce new entanglement monotones which generalize, to the case of many parties, those which give rise to the majorization-based partial ordering of bipartite states' entanglement. We give some examples of restrictions they impose on…
We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…
We observe a length-$n$ sample generated by an unknown,stationary ergodic Markov process (\emph{model}) over a finite alphabet $\mathcal{A}$. Given any string $\bf{w}$ of symbols from $\mathcal{A}$ we want estimates of the conditional…