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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…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

In this study, we explore the information capacity of open quantum systems, focusing on the effective channels formed by the subsystem of random quantum circuits and quantum Hamiltonian evolution. By analyzing the subsystem information…

Quantum Physics · Physics 2025-06-26 Yu-Qin Chen , Shuo Liu , Shi-Xin Zhang

We generalize stochastic thermodynamics to include information reservoirs. Such information reservoirs, which can be modeled as a sequence of bits, modify the second law. For example, work extraction from a system in contact with a single…

Statistical Mechanics · Physics 2014-11-17 Andre C. Barato , Udo Seifert

We theoretically investigate how information flows when two particles interact with each other. Understanding the physical mechanisms of directional information flow is crucial for advancing information thermodynamics and stochastic…

Statistical Mechanics · Physics 2026-03-12 Tenta Tani

In this thesis we consider the problem of information hiding in the scenarios of interactive systems, statistical disclosure control, and refinement of specifications. We apply quantitative approaches to information flow in the first two…

Cryptography and Security · Computer Science 2012-02-14 Mário S. Alvim

Information geometric techniques and inductive inference methods hold great promise for solving computational problems of interest in classical and quantum physics, especially with regard to complexity characterization of dynamical systems…

Mathematical Physics · Physics 2015-06-04 S. A. Ali , C. Cafaro , A. Giffin , D. -H. Kim

The concept of Shannon entropy of random variables was generalized to measurable functions in general, and to simple functions with finite values in particular. It is shown that the information measure of a function is related to the time…

Information Theory · Computer Science 2017-01-25 Guo Zhao

Entropy and information provide natural measures of correlation among elements in a network. We construct here the information theoretic analog of connected correlation functions: irreducible $N$--point correlation is measured by a decrease…

Biological Physics · Physics 2016-09-08 Elad Schneidman , Susanne Still , Michael J. Berry , William Bialek

A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive…

Statistical Mechanics · Physics 2015-06-19 Sarah Marzen , James P. Crutchfield

The characterisation of information processing is an important task in complex systems science. Information dynamics is a quantitative methodology for modelling the intrinsic information processing conducted by a process represented as a…

Information Theory · Computer Science 2018-08-01 Richard E. Spinney , Joseph T. Lizier

Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the…

Information Theory · Computer Science 2015-05-28 Ryan G. James , Christopher J. Ellison , James P. Crutchfield

In this paper, we propose an information-theoretic approach to design the functional representations to extract the hidden common structure shared by a set of random variables. The main idea is to measure the common information between the…

Information Theory · Computer Science 2021-09-15 Shao-Lun Huang , Xiangxiang Xu , Lizhong Zheng

Information entropy and Zipf's law in the field of information theory have been used for studying the disassembly of nuclei in the framework of the isospin dependent lattice gas model and molecular dynamical model. We found that the…

Nuclear Theory · Physics 2009-11-07 Yu-Gang Ma

We provide here a novel algebraic characterization of two information measures associated with a vector-valued random variable, its differential entropy and the dimension of the underlying space, purely based on their recursive properties…

Information Theory · Computer Science 2021-07-12 Juan Pablo Vigneaux

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…

Statistical Mechanics · Physics 2023-03-01 Giorgio Nicoletti

A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences…

Risk Management · Quantitative Finance 2016-06-07 Daniel Lacker

Distributed computation in artificial life and complex systems is often described in terms of component operations on information: information storage, transfer and modification. Information modification remains poorly described however,…

Information Theory · Computer Science 2013-10-10 Joseph T. Lizier , Benjamin Flecker , Paul L. Williams

Flexible information routing fundamentally underlies the function of many biological and artificial networks. Yet, how such systems may specifically communicate and dynamically route information is not well understood. Here we identify a…

Adaptation and Self-Organizing Systems · Physics 2016-07-08 Christoph Kirst , Marc Timme , Demian Battaglia

We show that statistical criticality, i.e. the occurrence of power law frequency distributions, arises in samples that are maximally informative about the underlying generating process. In order to reach this conclusion, we first identify…

Data Analysis, Statistics and Probability · Physics 2019-07-09 Ryan John Cubero , Junghyo Jo , Matteo Marsili , Yasser Roudi , Juyong Song
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