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The coincidence method of measuring the entropy of a system, proposed some time ago by Ma, is generalized to include systems out of equilibrium. It is suggested that the method can be adapted to analyze multiparticle states produced in…

High Energy Physics - Phenomenology · Physics 2009-10-31 A. Bialas , W. Czyz

We construct examples of minimal and uniquely ergodic systems realizing all possible behaviors in the interplay of measurable and topological nilfactors. To build such examples, we adapt an idea that stems from Furstenberg's construction of…

Dynamical Systems · Mathematics 2026-01-29 Seljon Akhmedli

A general method is presented for modeling high entropy alloys as ensembles of randomly sampled, ordered configurations on a given lattice. Statistical mechanics is applied post hoc to derive the ensemble properties as a function of…

Materials Science · Physics 2022-11-24 Andrew Novick , Quan Nguyen , Roman Garnett , Eric Toberer , Vladan Stevanović

An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…

Statistical Mechanics · Physics 2007-05-23 Constantino Tsallis

Random noise arises in many physical problems in which the observer is not tracking the full system. A case in point is inflationary cosmology, the current paradigm for describing the very early universe, where one is often interested only…

Mathematical Physics · Physics 2014-07-18 Robert H. Brandenberger

We consider a two-parameter family of random substitutions and show certain combinatorial and topological properties they satisfy. We establish that they admit recognisable words at every level. As a consequence, we get that the subshifts…

Dynamical Systems · Mathematics 2021-08-13 Giovanni B. Escolano , Neil Mañibo , Eden Delight Miro

For any $\lambda>2$, we construct a substitution on an infinite alphabet which gives rise to a substitution tiling with inflation factor $\lambda$. In particular, we obtain the first class of examples of substitutive systems with…

Dynamical Systems · Mathematics 2024-11-11 Dirk Frettlöh , Alexey Garber , Neil Mañibo

We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on…

Statistical Finance · Quantitative Finance 2024-05-20 Andrey Shternshis , Stefano Marmi

The notion of expansivity and its generalizations (measure expansive, measure positively expansive, continuum-wise expansive, countably-expansive) are well known for deterministic systems and can be a useful property for studying…

Dynamical Systems · Mathematics 2024-10-15 Rafael A. Bilbao , Marlon Oliveira , Eduardo Santana

We provide a framework for studying randomly coloured point sets in a locally compact, second-countable space on which a metrisable unimodular group acts continuously and properly. We first construct and describe an appropriate dynamical…

Dynamical Systems · Mathematics 2019-08-15 Peter Müller , Christoph Richard

While moving down the potential on its classical slow roll trajectory, the inflaton field is subject to quantum jumps, which take it up or down the potential at random. In "stochastic inflation", the impact of these quantum jumps is modeled…

High Energy Physics - Theory · Physics 2015-05-20 Larissa Lorenz

The possible distinction between inanimate and living matter has been of interest to humanity since thousands of years. Clearly, such a rich question can not be answered in a single manner, and a plethora of approaches naturally do exist.…

Statistical Mechanics · Physics 2014-03-24 Constantino Tsallis

Originating in harmonic analysis, interpolation sets were first studied in dynamics by Glasner and Weiss in the 1980s. A set $S \subset \mathbb{N}$ is an interpolation set for a class of topological dynamical systems $\mathcal{C}$ if any…

Dynamical Systems · Mathematics 2024-08-14 Andreas Koutsogiannis , Anh N. Le , Joel Moreira , Ronnie Pavlov , Florian K. Richter

A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random…

Mathematical Physics · Physics 2019-07-29 Florian Dorsch , Hermann Schulz-Baldes

The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…

Probability · Mathematics 2013-05-15 Hui Wang , Xiang Zhou

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

We study the fluctuations of ergodic sums using global and local specifications on periodic points. We obtain Lindeberg-type central limit theorems in both situations. As an application, when the system possesses a unique measure of maximal…

Dynamical Systems · Mathematics 2020-05-14 Manfred Denker , Samuel Senti , Xuan Zhang

The concept of random dynamical system is a comparatively recent development combining ideas and methods from the well developed areas of probability theory and dynamical systems. Due to our inaccurate knowledge of the particular physical…

Dynamical Systems · Mathematics 2007-05-23 Vitor Araujo

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

Disordered Systems and Neural Networks · Physics 2023-11-06 Lyle Poley , Tobias Galla , Joseph W. Baron

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta