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This paper studies the entropy of tree-shifts of finite type with and without boundary conditions. We demonstrate that computing the entropy of a tree-shift of finite type is equivalent to solving a system of nonlinear recurrence equations.…

Dynamical Systems · Mathematics 2017-03-07 Jung-Chao Ban , Chih-Hung Chang

We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…

Dynamical Systems · Mathematics 2020-02-11 Marc Harper , Dashiell Fryer

We consider a Markov chain $(x_n)$ whose kernel is indexed by a scaling parameter $\gamma>0$, refered to as the step size. The aim is to analyze the behavior of the Markov chain in the doubly asymptotic regime where $n\to\infty$ then…

Probability · Mathematics 2017-12-18 Pascal Bianchi , Walid Hachem , Adil Salim

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…

Probability · Mathematics 2016-01-19 Gert de Cooman , Jasper De Bock , Stavros Lopatatzidis

The reduced density matrix of many-body systems possessing an additive conserved quantity can be decomposed in orthogonal sectors which can be independently analyzed. Recently, these have been proven to equally contribute to entanglement…

Statistical Mechanics · Physics 2020-08-05 Xhek Turkeshi , Paola Ruggiero , Vincenzo Alba , Pasquale Calabrese

A new object of the probability theory, the two-sided chain of symbols (introduced in Ref. arXiv:physics/0306170) is used to study isotropy properties of binary multi-step Markov chains with the long-range correlations. Established…

Data Analysis, Statistics and Probability · Physics 2015-06-26 S. S. Apostolov , Z. A. Mayzelis , O. V. Usatenko , V. A. Yampol'skii

What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on ${\mathbb Z}$ ? The model we consider is a version of nearest neighbor lazy random walk on the…

Probability · Mathematics 2014-10-31 Iddo Ben-Ari , Hugo Panzo , Elizabeth Tripp

Relative entropy is a fundamental class of distances between probability distributions, with widespread applications in probability theory, statistics, and machine learning. In this work, we study relative entropy from a categorical…

Logic in Computer Science · Computer Science 2026-03-06 Ralph Sarkis , Fabio Zanasi

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

Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…

Information Theory · Computer Science 2020-12-22 Yuval Shalev , Amichai Painsky , Irad Ben-Gal

Understanding the structural complexity and predictability of complex networks is a central challenge in network science. Although recent studies have revealed a relationship between compression-based entropy and link prediction…

Social and Information Networks · Computer Science 2025-10-14 Sebastián Brzovic , Cristóbal Rojas , Andrés Abeliuk

Stochastic blockmodels are generative network models where the vertices are separated into discrete groups, and the probability of an edge existing between two vertices is determined solely by their group membership. In this paper, we…

Statistical Mechanics · Physics 2013-11-12 Tiago P. Peixoto

This paper addresses the question of the fluctuations of the empirical entropy of a chain of infinite order. We assume that the chain takes values on a finite alphabet and loses memory exponentially fast. We consider two possible…

Statistical Mechanics · Physics 2007-05-23 D. Gabrielli , A. Galves , D. Guiol

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

Statistical Mechanics · Physics 2015-10-28 Purushottam D. Dixit

We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax…

Machine Learning · Statistics 2020-08-14 Geoffrey Wolfer , Aryeh Kontorovich

Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…

Dynamical Systems · Mathematics 2026-01-14 Philipp Gohlke , Andrew Mitchell , Dan Rust , Tony Samuel

A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…

Probability · Mathematics 2023-07-26 Benedikt Jahnel , Jonas Köppl

We demonstrate that linear combinations of subregion entropies with canceling boundary terms, commonly used to calculate the topological entanglement entropy, may suffer from spurious nontopological contributions even in models with zero…

Quantum Physics · Physics 2020-04-16 Dominic J. Williamson , Arpit Dua , Meng Cheng

A quasi two-dimensional colloidal suspension is studied under the influence of immobilisation (pinning) of a random fraction of its particles. We introduce a novel experimental method to perform random pinning and, with the support of…

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