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Understanding the dynamical behavior of complex systems is of exceptional relevance in everyday life, from biology to economy. In order to describe the dynamical organization of complex systems, existing methods require the knowledge of the…

Adaptation and Self-Organizing Systems · Physics 2017-03-07 Marco Fiorucci

We consider the number of Bowen sets which are necessary to cover a large measure subset of the phase space. This introduce some complexity indicator characterizing different kind of (weakly) chaotic dynamics. Since in many systems its…

Dynamical Systems · Mathematics 2015-06-26 S. Galatolo

The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it provides important information about the dynamics of the underlying systems. In…

Dynamical Systems · Mathematics 2020-01-08 Th. Caby , D. Faranda , S. Vaienti , P. Yiou

A general description of entanglement is suggested as an action realized by an arbitrary operator over given disentangled states. The related entanglement measure is defined. Because of its generality, this definition can be employed for…

Quantum Physics · Physics 2009-11-10 V. I. Yukalov

Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Daniel Harnack , Erik Laminski , Klaus Richard Pawelzik

In a topological dynamical system the complexity of an orbit is a measure of the amount of information (algorithmic information content) that is necessary to describe the orbit. This indicator is invariant up to topological conjugation. We…

Dynamical Systems · Mathematics 2007-05-23 Stefano Galatolo

A complex system is a system composed of many interacting parts, often called agents, which displays collective behavior that does not follow trivially from the behaviors of the individual parts. Examples include condensed matter systems,…

Statistical Mechanics · Physics 2011-12-08 M. E. J. Newman

Higher-order interactions play a key role for the stability and function of a complex system. However, how to identify them is still an open problem. Here, we propose a method to fully reconstruct the structural connectivity of a system of…

Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…

Soft Condensed Matter · Physics 2008-12-18 S. Drozdz , J. Kwapien , J. Speth , M. Wojcik

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

We develop a general formalism for representing and understanding structure in complex systems. In our view, structure is the totality of relationships among a system's components, and these relationships can be quantified using information…

Statistical Mechanics · Physics 2014-09-17 Benjamin Allen , Blake C. Stacey , Yaneer Bar-Yam

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

Statistical Mechanics · Physics 2014-01-24 Fatimah Abdul Razak , Henrik Jeldtoft Jensen

Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that…

Complex systems exhibit macroscopic behaviors that emerge from the coordinated interactions of their individual components. Understanding the microscopic origins of these emergent properties remains a significant challenge, especially in…

Statistical Mechanics · Physics 2026-02-17 Ibrahim Al-Azki , Valentina Baccetti

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…

Neurons and Cognition · Quantitative Biology 2021-12-30 X. San Liang

A new combinatorial-probabilistic diagnostic entropy has been introduced. It describes the pair-wise sum of probabilities of system conditions that have to be distinguished during the diagnosing process. The proposed measure describes the…

Information Theory · Computer Science 2009-09-29 Henryk Borowczyk

We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow…

Dynamical Systems · Mathematics 2009-07-31 Jean-Pierre Marco

We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we…

Probability · Mathematics 2019-10-09 Graham White

Measuring software complexity plays an important role to meet the demands of complex software. The cyclomatic complexity is one of most used and renowned metric among the other three proposed and researched metrics that are namely: Line of…

Software Engineering · Computer Science 2014-12-22 Ankita Garg

We investigate the role of a statistical complexity measure to assign equilibration in isolated quantum systems. While unitary dynamics preserve global purity, expectation values of observables often exhibit equilibration-like behavior,…

Quantum Physics · Physics 2025-08-14 Marcos G. Alpino , Tiago Debarba , Reinaldo O. Vianna , André T. Cesário