Related papers: Conditional statistical physical properties in two…
We introduce a new stochastic duration model for transaction times in asset markets. We argue that widely accepted rules for aggregating seemingly related trades mislead inference pertaining to durations between unrelated trades: while any…
Compared with linear time invariant systems, linear periodic system can describe the periodic processes arising from nature and engineering more precisely. However, the time-varying system parameters increase the difficulty of the research…
This paper introduces an approach to gas-like models, from the concept of entropy, using the money stock data of two economic agents, in this case of two countries, which carry out market actions (trading) in two theoretical scenarios: in…
Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…
We provide a mutual information lower bound that can be used to analyze the effect of training in models with unknown parameters. For large-scale systems, we show that this bound can be calculated using the difference between two…
Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…
We consider the entropy production of a strongly coupled bipartite system. The total entropy production can be partitioned into various components, which we use to define local versions of the Second Law that are valid without the usual…
We revisit the sharp-interface continuum thermodynamics of two-phase multicomponent fluid systems with interfacial mass. Since the published work is not fully consistent, we provide a rigorous derivation of the local balance equations and…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
We study the dynamics of particles in a multi-component 2d Lennard-Jones (LJ) fluid in the limiting case where {\it all the particles are different} (APD). The equilibrium properties of this APD system were studied in our earlier work…
The time-dependence of the quantum entropy for a two-level atom interacting with a single-cavity mode is computed using the Jaynes-Cummings model, when the initial state of the radiation field is prepared in a thermal state with temperature…
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…
We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that…
We present exact results for two complementary measures of spatial structure generated by 1D spin systems with finite-range interactions. The first, excess entropy, measures the apparent spatial memory stored in configurations. The second,…
In probability density function (PDF) methods a transport equation is solved numerically to compute the time and space dependent probability distribution of several flow variables in a turbulent flow. The joint PDF of the velocity…
We study the relative entropy and the trace square distance, both of which measure the distance between reduced density matrices of two excited states in two dimensional conformal field theories. We find a general formula for the relative…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
A symmetrical cubic discrete coupled logistic equation is proposed to model the symbiotic interaction of two isolated species. The coupling depends on the population size of both species and on a positive constant $\lambda$, named the…
The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…
When we represent a network of sensors in Euclidean space by a graph, there are two distances between any two nodes that we may consider. One of them is the Euclidean distance. The other is the distance between the two nodes in the graph,…