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Stochastic processes under resetting at random times have attracted a lot of attention in recent years and served as illustrations of nontrivial and interesting static and dynamic features of stochastic dynamics. In this paper, we aim to…

Statistical Mechanics · Physics 2025-06-18 Yating Wang , Hanshuang Chen

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

The authors have recently defined the R\'enyi information dimension rate $d(\{X_t\})$ of a stationary stochastic process $\{X_t,\,t\in\mathbb{Z}\}$ as the entropy rate of the uniformly-quantized process divided by minus the logarithm of the…

Information Theory · Computer Science 2019-10-11 Bernhard C. Geiger , Tobias Koch

In a previous report we have evaluated analytically the mutual information between the firing rates of N independent units and a set of continuous+discrete stimuli, for finite N and in the limit of large noise. Here, we extend the analysis…

Disordered Systems and Neural Networks · Physics 2009-11-07 Valeria Del Prete , Alessandro Treves

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…

Dynamical Systems · Mathematics 2014-01-14 Marc Harper

Rooted trees with probabilities are used to analyze properties of a variable length code. A bound is derived on the difference between the entropy rates of the code and a memoryless source. The bound is in terms of normalized informational…

Information Theory · Computer Science 2013-10-11 Georg Böcherer , Rana Ali Amjad

A general notion of information-related complexity applicable to both natural and man-made systems is proposed. The overall approach is to explicitly consider a rational agent performing a certain task with a quantifiable degree of success.…

Data Analysis, Statistics and Probability · Physics 2013-01-18 Eugene Perevalov , David Grace

Memory effects are ubiquitous in small-scale systems. They emerge from interactions between accessible and inaccessible degrees of freedom and give rise to evolution equations that are non-local in time. If the characteristic time scales of…

Statistical Mechanics · Physics 2025-01-22 Kay Brandner

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

Risk Management · Quantitative Finance 2025-09-23 Nicole Bäuerle , Anna Jaśkiewicz

The quadratic decaying property of the information rate function states that given a fixed conditional distribution $p_{\mathsf{Y}|\mathsf{X}}$, the mutual information between the (finite) discrete random variables $\mathsf{X}$ and…

Information Theory · Computer Science 2023-05-15 Michael X. Cao , Marco Tomamichel

In [Haruna, T. and Nakajima, K., 2011. Physica D 240, 1370-1377], the authors introduced the duality between values (words) and orderings (permutations) as a basis to discuss the relationship between information theoretic measures for…

Chaotic Dynamics · Physics 2015-06-04 Taichi Haruna , Kohei Nakajima

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

Recent developments enable the quantification of causal control given a structural causal model (SCM). This has been accomplished by introducing quantities which encode changes in the entropy of one variable when intervening on another.…

Machine Learning · Computer Science 2024-02-20 Francisco N. F. Q. Simoes , Mehdi Dastani , Thijs van Ommen

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 paper we prove that the asymptotic rate of exponential loss of memory of a finite state hidden Markov model is bounded above by the difference of the first two Lyapunov exponents of a certain product of matrices. We also show that…

Probability · Mathematics 2014-01-17 Pierre Collet , Florencia Leonardi

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 relate the information exchange between two stochastic systems to the nonequilibrium entropy production in the whole system. By deriving a general formula that decomposes the total entropy production into the thermodynamic and…

Statistical Mechanics · Physics 2015-06-16 Takahiro Sagawa , Masahito Ueda

Despite the wide usage of information as a concept in science, we have yet to develop a clear & concise scientific definition. This paper is aimed at laying the foundations for a new theory concerning the mechanics of information alongside…

General Physics · Physics 2017-07-13 Kiyam Lin , SongLing Lin

Understanding the temporal dependence of precipitation is key to improving weather predictability and developing efficient stochastic rainfall models. We introduce an information-theoretic approach to quantify memory effects in discrete…

Data Analysis, Statistics and Probability · Physics 2026-03-16 Juan De Gregorio , David Sánchez , Raúl Toral

This work derives a theoretical value for the entropy of a Linear Additive Markov Process (LAMP), an expressive model able to generate sequences with a given autocorrelation structure. While a first-order Markov Chain model generates new…

Information Theory · Computer Science 2023-01-10 Bridget Smart , Matthew Roughan , Lewis Mitchell