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In this paper, we analyze the relationship between entropy and information in the context of the mixing process of two identical ideal gases. We will argue that entropy has a special information-based feature that is enfolded in the…

Quantum Physics · Physics 2015-06-26 Afshin Shafiee , Majid Karimi

We analyze complexity in spatial network ensembles through the lens of graph entropy. Mathematically, we model a spatial network as a soft random geometric graph, i.e., a graph with two sources of randomness, namely nodes located randomly…

Physics and Society · Physics 2018-05-02 Justin P. Coon , Carl P. Dettmann , Orestis Georgiou

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

We derive an analytic expression for the distribution of velocities of multiple interacting active particles which we test by numerical simulations. In clear contrast with equilibrium we find that the velocities are coupled to positions.…

A novel approach is introduced to assess one-way Normalized Entropic Uncertainty Relations (NEUR)-steering in a two-qubit system by utilizing an average of conditional entropy squeezing. The mathematical expressions of conditional entropy…

Quantum Physics · Physics 2024-04-23 A-S. F. Obada , M. Y. Abd-Rabbou , Saeed Haddadi

Empirical contact networks or interaction networks demonstrate peculiar characteristics stemming from the fundamental social, psychological, physical mechanisms governing human interactions. Although these mechanisms are complex, we test…

Physics and Society · Physics 2025-03-20 Razieh Masoumi , Juliette Gambaudo , Mathieu Génois

A scheme is presented to extract detailed dynamical signatures from successive measurements of complex systems. Relative entropy based time series tools are used to quantify the gain in predictive power of increasing past knowledge. By…

Data Analysis, Statistics and Probability · Physics 2008-12-31 Nick S. Jones

We use molecular dynamics simulations in 2d to study multi-component fluid in the limiting case where {\it all the particles are different} (APD). The particles are assumed to interact via Lennard-Jones (LJ) potentials, with identical size…

Soft Condensed Matter · Physics 2015-06-23 Lenin S. Shagolsem , Dino Osmanović , Orit Peleg , Yitzhak Rabin

We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…

Statistical Mechanics · Physics 2015-11-18 Ian R. Thompson , Robert L. Jack

We compare two proposals for the dynamical entropy of quantum deterministic systems (CNT and AFL) by studying their extensions to classical stochastic systems. We show that the natural measurement procedure leads to a simple explicit…

Mathematical Physics · Physics 2009-11-07 Mark Fannes , Bart Haegeman

The formula for probability density functions (PDFs) has been extended to include PDF for energy dissipation rates in addition to other PDFs such as for velocity fluctuations, velocity derivatives, fluid particle accelerations, energy…

Statistical Mechanics · Physics 2009-11-11 T. Arimitsu , N. Arimitsu

An analytical expression of probability density function (PDF) of velocity fluctuation is derived with the help of the statistics based on generalized entropy (the Tsallis entropy or the R\'{e}nyi entropy). It is revealed that the derived…

Statistical Mechanics · Physics 2007-05-23 N. Arimitsu , T. Arimitsu

Identifying behavior that is relatively invariant under different conditions is a challenging task in far-from-equilibrium complex systems. As an example of how the existence of a semi-invariant signature can be masked by the heterogeneity…

Statistical Finance · Quantitative Finance 2018-06-22 Abhijit Chakraborty , Soumya Easwaran , Sitabhra Sinha

In this two-part paper, we consider multicomponent systems in which each component can iteratively exchange information with other components in its neighborhood in order to compute, in a distributed fashion, the average of the components'…

Systems and Control · Computer Science 2011-09-30 Nitin H. Vaidya , Christoforos N. Hadjicostis , Alejandro D. Dominguez-Garcia

In this paper we study data from financial markets using an information-theory tool that we call the normalised Mutual Information Rate and show how to use it to infer the underlying network structure of interrelations in foreign currency…

Methodology · Statistics 2018-07-04 Yong K. Goh , Haslifah M. Hasim , Chris G. Antonopoulos

Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that…

Statistical Mechanics · Physics 2008-12-02 R. Kitt , J. Kalda

Complexity measures are introduced, that quantify the change of the natural entropy fluctuations at different length scales in time-series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

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 demonstrate an intuitive relation between conditional entropy and conditional expectation that is useful when one want to compare them as measurement tools to evaluate secrecy systems. In particular, we give a Security Property…

Information Theory · Computer Science 2017-10-12 Thibault de Valroger

This paper discusses and analyzes various models of binary correlated sources, which may be relevant in several distributed communication scenarios. These models are statistically characterized in terms of joint Probability Mass Function…

Information Theory · Computer Science 2023-02-08 Marco Martalo' , Riccardo Raheli