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Directed information or its variants are utilized extensively in the characterization of the capacity of channels with memory and feedback, nonanticipative lossy data compression, and their generalizations to networks. In this paper, we…

Information Theory · Computer Science 2015-12-24 Charalambos D. Charalambous , Photios A. Stavrou

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

Diffusion-a measure of dynamics, and entropy-a measure of disorder in the system, are found to be intimately correlated in many systems, and the correlation is often strongly non-linear. We explore the origin of this complex dependence by…

Soft Condensed Matter · Physics 2015-12-09 Kazuhiko Seki , Biman Bagchi

Diffusion models perform remarkably well on high-dimensional data such as images, often using only a modest number of reverse-time steps. Despite this practical success, existing convergence theory does not fully explain why such samplers…

Machine Learning · Computer Science 2026-05-11 Ahmad Aghapour , Erhan Bayraktar

The characterisation of information processing is an important task in complex systems science. Information dynamics is a quantitative methodology for modelling the intrinsic information processing conducted by a process represented as a…

Information Theory · Computer Science 2018-08-01 Richard E. Spinney , Joseph T. Lizier

Employing the stochastic wave function method, we study quantum features of stochastic entropy production in nonequilibrium processes of open systems. It is demonstarted that continuous measurements on the environment introduce an…

Quantum Physics · Physics 2013-10-16 B. Leggio , A. Napoli , A. Messina , H. -P. Breuer

Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…

Statistical Mechanics · Physics 2025-07-24 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

We relate the information exchange between two stochastic systems to the nonequilibrium entropy production in the whole system. By deriving a general formula that decomposes the total entropy production into the thermodynamic and…

Statistical Mechanics · Physics 2015-06-16 Takahiro Sagawa , Masahito Ueda

Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…

Statistical Mechanics · Physics 2026-02-24 Benjamin Sorkin , Gil Ariel , Tomer Markovich

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

To provide adequate multivariate measures of information flow between neural structures, modified expressions of Partial Directed Coherence (PDC) and Directed Transfer Function (DTF), two popular multivariate connectivity measures employed…

Statistics Theory · Mathematics 2010-12-03 Daniel Yasumasa Takahashi , Luiz Antonio Baccalá , Koichi Sameshima

Information transfer between time series is calculated by using the asymmetric information-theoretic measure known as transfer entropy. Geweke's autoregressive formulation of Granger causality is used to find linear transfer entropy, and…

Data Analysis, Statistics and Probability · Physics 2023-03-24 Z. Keskin , T. Aste

The amount of information generated by a discrete time stochastic processes in a single step can be quantified by the entropy rate. We investigate the differences between two discrete time walk models, the discrete time quantum walk and the…

Quantum Physics · Physics 2014-03-04 Bálint Kollár , Mátyás Koniorczyk

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Information Theory · Computer Science 2015-03-19 Alexandre L. M. Levada

We introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…

Statistical Mechanics · Physics 2015-05-13 Christopher J. Ellison , John R. Mahoney , James P. Crutchfield

Pairwise interactions between individuals are taken as fundamental drivers of collective behavior responsible for group cohesion and decision-making. While an individual directly influences only a few neighbors, over time indirect…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Sulimon Sattari , Udoy S. Basak , Ryan G. James , James P. Crutchfield , Tamiki Komatsuzaki

Though Shannon entropy of a probability measure $P$, defined as $- \int_{X} \frac{\ud P}{\ud \mu} \ln \frac{\ud P}{\ud\mu} \ud \mu$ on a measure space $(X, \mathfrak{M},\mu)$, does not qualify itself as an information measure (it is not a…

Information Theory · Computer Science 2007-07-13 Ambedkar Dukkipati , M Narasimha Murty , Shalabh Bhatnagar