English
Related papers

Related papers: Entry and Return times distribution

200 papers

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

Statistical Mechanics · Physics 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

We review the behaviour of the Gibbs' and conditional entropies in deterministic and stochastic systems and continue to a formulation appropriate for a stochastically perturbed system with delayed dynamics. The underlying question driving…

Mathematical Physics · Physics 2024-06-24 Michael C. Mackey , Marta Tyran-Kaminska

Dynamics, the study of change, is normally the subject of mechanics. Whether the chosen mechanics is ``fundamental'' and deterministic or ``phenomenological'' and stochastic, all changes are described relative to an external time. Here we…

Mathematical Physics · Physics 2009-10-31 Ariel Caticha

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

We study a dynamical system with time dependent Hamiltonian by numerical experiments so as to find a relation between thermodynamics and chaotic nature of the system. Excess information loss, defined newly based on Lyapunov analysis, is…

chao-dyn · Physics 2009-10-31 S. Sasa , T. S. Komatsu

The universal typical-signal estimators of entropy and cross entropy based on the asymptotics of recurrence and waiting times play an important role in information theory. Building on their construction, we introduce and study universal…

Mathematical Physics · Physics 2023-06-07 Giampaolo Cristadoro , Mirko Degli Esposti , Vojkan Jakšić , Renaud Raquépas

In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

Dynamical Systems · Mathematics 2021-08-21 R. Capuani , L. Di Persio , Y. Kondratiev , M. Ricciardi , J. L. da Silva

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Statistical Finance · Quantitative Finance 2008-12-29 M. S. Santhanam , Holger Kantz

The principle of entropy increase is not only the basis of statistical mechanics, but also closely related to the irreversibility of time, the origin of life, chaos and turbulence. In this paper, we first discuss the dynamic system…

Statistical Mechanics · Physics 2022-10-11 Zou Dan Dan

Development of theory of dynamical systems admitting the normal shift in 1993-1999 is reviewed. Basics are given with complete proofs.

Differential Geometry · Mathematics 2007-05-23 Ruslan Sharipov

We show one possible dynamical approach to the study of the distribution of prime numbers. Our approach is based on two complexity methods, the Computable Information Content and the Entropy Information Gain, looking for analogies between…

Condensed Matter · Physics 2015-06-24 Claudio Bonanno , Mirko S. Mega

We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…

Statistical Mechanics · Physics 2017-12-13 Daniel M. Busiello , Jorge Hidalgo , Amos Maritan

Electric signals have been recently recorded at the Earth's surface with amplitudes appreciably larger than those hitherto reported. Their entropy in natural time is smaller than that, $S_u$, of a ``uniform'' distribution. The same holds…

Geophysics · Physics 2009-11-11 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , H. K. Tanaka

This paper introduces a novel approach to investigate the dynamics of state distributions, which accommodate both cross-sectional distributions of repeated panels and intra-period distributions of a time series observed at high frequency.…

Econometrics · Economics 2025-05-22 Bo Hu , Joon Y. Park , Junhui Qian

We define the notion of localizable property for a dynamical system. Then we survey three properties of complexity and relate how they are known to be typical among differentiable dynamical systems. These notions are the fast growth of the…

Dynamical Systems · Mathematics 2020-04-22 Pierre Berger

We define some pointwise properties of topological dynamical systems and give pointwise conditions for such a system possesses positive topological entropy. We give sufficient conditions to obtain positive topological entropy for maps which…

Dynamical Systems · Mathematics 2022-07-05 A. Arbieto , E. Rego

Here we present the entropic dynamics formalism for networks. That is, a framework for the dynamics of graphs meant to represent a network derived from the principle of maximum entropy and the rate of transition is obtained taking into…

Physics and Society · Physics 2021-04-29 Felipe Xavier Costa , Pedro Pessoa

This paper is a first step in the study of the recurrence behavior in random dynamical systems and randomly perturbed dynamical systems. In particular we define a concept of quenched and annealed return times for systems generated by the…

Dynamical Systems · Mathematics 2009-10-12 Philippe Marie , Jerome Rousseau

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

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert