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Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

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…

Statistical Mechanics · Physics 2015-06-24 S. S. Melnik , O. V. Usatenko

In 1970, Donald Ornstein proved a landmark result in dynamical systems, viz., two Bernoulli systems with the same entropy are isomorphic except for a measure 0 set. Keane and Smorodinsky gave a finitary proof of this result. They also…

Information Theory · Computer Science 2016-03-07 Mrinalkanti Ghosh , Satyadev Nandakumar , Atanu Pal

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

Statistical Mechanics · Physics 2026-03-09 Talia Baravi , Eli Barkai

Counting ad infinitum is the holographic observable to a statistical dynamics with finite states under independent repeated sampling. Entropy provides the infinitesimal probability for an observed frequency $\hat{\boldsymbol{\nu}}$ w.r.t. a…

Statistical Mechanics · Physics 2025-01-14 Hong Qian

Some combinatorial properties of fixed boundary rhombus random tilings with octagonal symmetry are studied. A geometrical analysis of their configuration space is given as well as a description in terms of discrete dynamical systems, thus…

Statistical Mechanics · Physics 2016-08-31 N. Destainville , R. Mosseri , F. bailly

We define the class of multivariate group entropies as a novel set of information - theoretical measures, which extends significantly the family of group entropies. We propose new examples related to the "super-exponential" universality…

Mathematical Physics · Physics 2020-12-03 Piergiulio Tempesta

We study questions motivated by results in the classical theory of dynamical systems in the context of triangulated and A-infinity categories. First, entropy is defined for exact endofunctors and computed in a variety of examples. In…

Category Theory · Mathematics 2022-11-08 George Dimitrov , Fabian Haiden , Ludmil Katzarkov , Maxim Kontsevich

Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…

Statistical Mechanics · Physics 2024-12-06 Sergei Shmakov , Glasha Osipycheva , Peter B. Littlewood

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

We study a stochastic multiplicative system composed of finite asynchronous elements to describe the wealth evolution in financial markets. We find that the wealth fluctuations or returns of this system can be described by a walk with…

Statistical Mechanics · Physics 2009-11-07 Zhi-Feng Huang , Sorin Solomon

This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…

Statistical Mechanics · Physics 2008-03-25 Luciano da Fontoura Costa

A change in a stochastic system has three representations: Probabilistic, statistical, and informational: (i) is based on random variable $u(\omega)\to\tilde{u}(\omega)$; this induces (ii) the probability distributions $F_u(x)\to…

Statistical Mechanics · Physics 2019-02-27 Hong Qian , Yu-Chen Cheng , Lowell F. Thompson

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…

Statistical Mechanics · Physics 2015-05-18 Sumiyoshi Abe

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

In recent literature on eternal inflation, a number of measures have been introduced which attempt to assign probabilities to different pocket universes by counting the number of each type of pocket according to a specific procedure. We…

High Energy Physics - Theory · Physics 2008-11-26 Anthony Aguirre , Steven Gratton , Matthew C Johnson

It is shown that the fraction f of imaginary frequency instantaneous normal modes (INM) may be defined and calculated in a random energy model(REM) of liquids. The configurational entropy S and the averaged hopping rate among the states R…

Statistical Mechanics · Physics 2016-08-31 Tom Keyes

Boltzmann's struggle with a derivation of the Second Law of Thermodynamics is sketched. So is his first derivation of the connection between entropy and probability in 1877. Planck's derivation and quantum mechanical modifications of…

History and Philosophy of Physics · Physics 2008-07-11 E. G. D. Cohen
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