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We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…

Probability · Mathematics 2008-04-23 R. W. R. Darling , J. R. Norris

We examine the temporal evolution of the modular entropy and capacity (in particular, the fluctuation of the entanglement entropy) for systems of time-dependent oscillators coupled by a (time-dependent) parameter. Such models, through the…

High Energy Physics - Theory · Physics 2023-12-25 K. Andrzejewski

We study finite state random dynamical systems (RDS) and their induced Markov chains (MC) as stochastic models for complex dynamics. The linear representation of deterministic maps in RDS are matrix-valued random variables whose…

Dynamical Systems · Mathematics 2020-03-23 Felix X. -F. Ye , Hong Qian

The entropy of network ensembles characterizes the amount of information encoded in the network structure, and can be used to quantify network complexity, and the relevance of given structural properties observed in real network datasets…

Disordered Systems and Neural Networks · Physics 2014-06-18 Kartik Anand , Dimitri Krioukov , Ginestra Bianconi

In this paper an original interacting particle system approach is developed for studying Markov chains in rare event regimes. The proposed particle system is theoretically studied through a genealogical tree interpretation of Feynman--Kac…

Probability · Mathematics 2007-05-23 Pierre Del Moral , Josselin Garnier

Transfer entropy is an established method for quantifying directed statistical dependencies in neuroimaging and complex systems datasets. The pairwise (or bivariate) transfer entropy from a source to a target node in a network does not…

Information Theory · Computer Science 2020-05-05 Leonardo Novelli , Fatihcan M. Atay , Jürgen Jost , Joseph T. Lizier

A notion of entangled Markov chain was introduced by Accardi and Fidaleo in the context of quantum random walk. They proved that, in the finite dimensional case, the corresponding states have vanishing entropy density, but they did not…

Quantum Physics · Physics 2007-05-23 Takayuki Miyadera

We study the entropy of entanglement of the ground state in a wide family of one-dimensional quantum spin chains whose interaction is of finite range and translation invariant. Such systems can be thought of as generalizations of the XY…

Mathematical Physics · Physics 2009-11-13 A. R. Its , F. Mezzadri , M. Y. Mo

In this paper, we study ergodic properties of the slow relation function (or entry-exit function) in planar slow-fast systems. It is well known that zeros of the slow divergence integral associated with canard limit periodic sets give…

Dynamical Systems · Mathematics 2024-10-23 Renato Huzak , Hildeberto Jardón-Kojakhmetov , Christian Kuehn

We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if the sequence is a realization of a…

Statistics Theory · Mathematics 2008-06-19 L. Györfi , G. Lugosi , G. Morvai

In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use…

Statistical Mechanics · Physics 2015-05-14 Erik Van der Straeten

A large class of strongly correlated quantum systems can be described in certain large-N limits by quadratic in field actions along with self-consistency equations that determine the two-point functions. We use the replica approach and the…

Strongly Correlated Electrons · Physics 2024-02-20 Siqi Shao , Yashar Komijani

We describe an approach to improving model fitting and model generalization that considers the entropy of distributions of modelling residuals. We use simple simulations to demonstrate the observational signatures of overfitting on ordered…

Methodology · Statistics 2019-08-05 Barnaby Rowe

Similarity-sensitive entropy measures the uncertainty of a probability law relative to a similarity kernel that encodes the distinguishability between states. We develop a measure-theoretic treatment covering both finite similarity matrices…

Probability · Mathematics 2026-05-29 Joseph Samuel Miller

Using stochastic thermodynamics, the properties of interacting linear chains subject to periodic drivings are investigated. The systems are described by Fokker-Planck-Kramers equation and exact (explicit) solutions are obtained for periodic…

Statistical Mechanics · Physics 2020-02-05 Bruno A. N. Akasaki , M. J. de Oliveira , Carlos E. Fiore

We study the growth of entanglement and circuit complexity in random passive linear optical networks as a function of the circuit depth. For entanglement dynamics, we start with an initial Gaussian state with all $n$ modes squeezed. For…

Quantum Physics · Physics 2026-04-17 Laura Shou , Joseph T. Iosue , Yu-Xin Wang , Victor Galitski , Alexey V. Gorshkov

We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$. This analysis is heavily based on: first the study of the…

Probability · Mathematics 2016-01-15 Loïc Hervé , James Ledoux

Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…

Probability · Mathematics 2025-03-25 Philipp König , Thomas Richthammer

Preserving biodiversity and ecosystem stability is a challenge that can be pursued through modern statistical mechanics modeling. Here we introduce a variational maximum entropy-based algorithm to evaluate the entropy in a minimal ecosystem…

Biological Physics · Physics 2018-10-17 Mattia Miotto , Lorenzo Monacelli

We obtain a formula for the determinant of a block Toeplitz matrix associated with a quadratic fermionic chain with complex coupling. Such couplings break reflection symmetry and/or charge conjugation symmetry. We then apply this formula to…

Quantum Physics · Physics 2015-11-04 F. Ares , J. G. Esteve , F. Falceto , A. R. de Queiroz