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The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system, the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere (provided the entropy is…

Dynamical Systems · Mathematics 2009-03-10 Nicolai T A Haydn

We establish a stability result for the Shannon-McMillan-Breiman theorem on the one-sided finite shift space. For any shift-invariant probability measure P and any data-dependent parsing whose number of blocks is sublinear in N almost…

Information Theory · Computer Science 2026-04-16 Raphael Grondin

Let $f$ be an holomorphic endomorphism of $\mathbb{P}^k$ and $\mu$ be its measure of maximal entropy. We prove an Almost Sure Invariance Principle for the systems $(\mathbb{P}^k,f,\mu)$. Our class $\cal{U}$ of observables includes the…

Dynamical Systems · Mathematics 2008-12-08 Christophe Dupont

We introduce a new isomorphism-invariant notion of entropy for measure preserving actions of arbitrary countable groups on probability spaces, which we call orbital Rokhlin entropy. It employs Danilenko's orbital approach to entropy of a…

Dynamical Systems · Mathematics 2019-03-14 Amos Nevo , Felix Pogorzelski

We study stochastic properties of the norm cocycle associated with iid products of positive matrices. We obtain the almost sure invariance principle (ASIP) with rate o(n 1/p) under the optimal condition of a moment or order p > 2 and the…

Probability · Mathematics 2023-01-06 C Cuny , J Dedecker , F Merlevède

Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary $\beta-$mixing stochastic processes defined on Hilbert space. Our result can be applied to Markov chain satisfying Meyn-Tweedie type…

Probability · Mathematics 2022-10-21 Jianya Lu , Wei Biao Wu , Zhijie Xiao , Lihu Xu

A deep analysis of the Lyapunov exponents, for stationary sequence of matrices going back to Furstenberg, for more general linear cocycles by Ledrappier and generalized to the context of non-linear cocycles by Avila and Viana, gives an…

Dynamical Systems · Mathematics 2017-05-16 Ali Tahzibi , Jiagang Yang

Consider a non-elementary Gromov-hyperbolic group $\Gamma$ with a suitable invariant hyperbolic metric, and an ergodic probability measure preserving (p.m.p.) action on $(X,\mu)$. We construct special increasing sequences of finite subsets…

Dynamical Systems · Mathematics 2023-11-08 Amos Nevo , Felix Pogorzelski

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

Dynamical Systems · Mathematics 2025-10-28 Chen Wang , Yong Li

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

The paper is devoted to equipartition of measured information for finite state processes over regular trees whose laws are invariant under all parity preserving tree automorphisms. We show almost everywhere equipartition for ergodic…

Dynamical Systems · Mathematics 2025-11-13 Felix Pogorzelski , Elias Zimmermann

In this note we (in particular) prove an almost sure invariance principle (ASIP) for non-stationary and uniformly bounded sequences of random variables which are exponentially fast $\phi$-mixing. The obtained rate is of order…

Probability · Mathematics 2022-07-19 Yeor Hafouta

We establish almost sure invariance principles (ASIP), a strong form of approximation by Brownian motion, for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations…

Dynamical Systems · Mathematics 2019-08-01 Yaofeng Su

To study the manifestation of the Aharonov-Bohm effect in many-body systems we consider the statistical mechanics of the Gross-Neveu model on a ring (1+1 dimensions) and on a cylinder (2+1 dimensions) with a thin solenoid coinciding with…

Condensed Matter · Physics 2007-05-23 Suzhou Huang , Bernd Schreiber

Suppose A is a finite set equipped with a probability measure P and let M be a ``mass'' function on A. We give a probabilistic characterization of the most efficient way in which A^n can be almost-covered using spheres of a fixed radius. An…

Probability · Mathematics 2007-07-16 Ioannis Kontoyiannis

For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with…

Probability · Mathematics 2018-11-26 C Cuny , J Dedecker , A Korepanov , Florence Merlevède

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Statistics Theory · Mathematics 2021-11-30 Morgane Austern , Peter Orbanz

We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property. In addition, we prove a Central Limit Theorem for the density of the eigenvalues of these ensembles.

Probability · Mathematics 2015-06-12 Alexander Bufetov , Sevak Mkrtchyan , Maria Shcherbina , Alexander Soshnikov

We propose a new interpretation of measures of information and disorder by connecting these concepts to group theory in a new way. Entropy and group theory are connected here by their common relation to sets of permutations. A combinatorial…

Information Theory · Computer Science 2019-11-25 David J. Galas

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…

Dynamical Systems · Mathematics 2016-05-03 Ian Melbourne
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