Related papers: Permutation Excess Entropy and Mutual Information …
We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…
The electrical activity of external anal sphincter can be registered with surface electromyography. This signals are known to be highly complex and nonlinear. This work aims in characterisation of the information carried in the signals by…
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…
In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…
In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…
The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…
The uncertainty principle brings out intrinsic quantum bounds on the precision of measuring non-commuting observables. Statistical outcomes in the measurement of incompatible observables reveal a trade-off on the sum of corresponding…
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a special class of Markov random fields restricted to one dimension. Non stationary reciprocal processes have been extensively studied in the…
Given a uniformly expanding transitive Markov interval map, we show that within the set of ergodic measures the set of nonadapted ergodic measures is residual in with respect to the topology induced by the $\overline{d}$-metric. This set of…
We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…
A possible mechanism of time is formulated by developing an idea of time replaced by quantum correlations, with the aid of modern quantum information theory. We invent a microscopic model, where correlations of a closed system are steadily…
Comparison-based algorithms are algorithms for which the execution of each operation is solely based on the outcome of a series of comparisons between elements. Comparison-based computations can be naturally represented via the following…
Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…
The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…
In this paper, we analyze the relationship between entropy and information in the context of the mixing process of two identical ideal gases. We will argue that entropy has a special information-based feature that is enfolded in the…
We prove that every probabilistic cellular automaton with strictly positive transition probabilities that admits a stationary Bernoulli measure is exponentially ergodic. Moreover, the mixing time of any finite region in such a system is…
The excess work required to drive a stochastic system out of thermodynamic equilibrium through a time-dependent external perturbation is directly related to the amount of entropy produced during the driving process, allowing excess work and…
Here, we propose a new tool to estimate the complexity of a time series: the entropy of difference (ED). The method is based solely on the sign of the difference between neighboring values in a time series. This makes it possible to…
We show the flaws found in the customary fidelity-based definitions of disturbance in quantum measurements and evolutions. We introduce the "entropic disturbance" D and show that it adequately measures the degree of disturbance, intended…
We present two examples of finite-alphabet, infinite excess entropy processes generated by invariant hidden Markov models (HMMs) with countable state sets. The first, simpler example is not ergodic, but the second is. It appears these are…