Related papers: Exponential state estimation, entropy and Lyapunov…
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…
Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…
We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…
The max-relative entropy together with its smoothed version is a basic tool in quantum information theory. In this paper, we derive the exact exponent for the asymptotic decay of the small modification of the quantum state in smoothing the…
The fundamental information-theoretic measures (the R\'enyi $R_{p}[\rho]$ and Tsallis $T_{p}[\rho]$ entropies, $p>0$) of the highly-excited (Rydberg) quantum states of the $D$-dimensional ($D>1$) hydrogenic systems, which include the…
This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…
The partially dissipative systems that characterize many physical phenomena were first pointed out by Godunov (1961), then investigated by Friedrichs-Lax (1971) who introduced the convex entropy, and later by Shizuta-Kawashima (1984,1985)…
It is well known that a Shannon based definition of information entropy leads in the classical case to the Boltzmann entropy. It is tempting to regard the Von Neumann entropy as the corresponding quantum mechanical definition. But the…
We consider a mechanism for area preserving Hamiltonian systems which leads to the enhanced probability, $P(\lambda, t)$, to find small values of the finite time Lyapunov exponent, $\lambda$. In our investigation of chaotic dynamical…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
Whether a system is to be considered complex or not depends on how one searches for correlations. We propose a general scheme for calculation of entropies in lattice systems that has high flexibility in how correlations are successively…
Characterization of complexity within the sociological interpretation has resulted in a large number of notions, which are relevant in different situations. From the statistical mechanics point of view, these notions resemble entropy. In a…
The combinatorial basis of entropy by Boltzmann can be written $H= {N}^{-1} \ln \mathbb{W}$, where $H$ is the dimensionless entropy of a system, per unit entity, $N$ is the number of entities and $\mathbb{W}$ is the number of ways in which…
We define and study a relative free entropy quantity, analogous in its properties to Voiculescu's relative free entropy Chi^*(...:B). Our definition uses matricial microstates, unlike his definition, which involves non-commutative Hilbert…
In a previous paper, we introduced an axiomatic system for information thermodynamics, deriving an entropy function that includes both thermodynamic and information components. From this function we derived an entropic probability…
The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
Polydisperse systems are commonly encountered when dealing with soft matter in general or any non simple fluid. Yet their treatment within the framework of statistical thermodynamics is a delicate task as the latter has been essentially…
We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction…