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The estimation of the covariance function of a stochastic process, or signal, is of integral importance for a multitude of signal processing applications. In this work, we derive closed-form expressions for the variance of covariance…

Signal Processing · Electrical Eng. & Systems 2021-10-05 Filip Elvander , Johan Karlsson

The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…

Statistical Mechanics · Physics 2017-03-08 Stefano Bo , Antonio Celani

Complex systems are found in most branches of science. It is still argued how to best quantify their complexity and to what end. One prominent measure of complexity (the statistical complexity) has an operational meaning in terms of the…

Data Analysis, Statistics and Probability · Physics 2011-10-24 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

The evolution of entanglement entropy in quantum circuits composed of Haar-random gates and projective measurements shows versatile behavior, with connections to phase transitions and complexity theory. We reformulate the problem in terms…

Disordered Systems and Neural Networks · Physics 2020-04-16 Oles Shtanko , Yaroslav A. Kharkov , Luis Pedro García-Pintos , Alexey V. Gorshkov

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…

Data Analysis, Statistics and Probability · Physics 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi

We consider a simplified version of a solvable model by Mandal and Jarzynski, which constructively demonstrates the interplay between work extraction and the increase of the Shannon entropy of an information reservoir which is in contact…

Statistical Mechanics · Physics 2015-03-31 Neri Merhav

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

The LMC complexity, an indicator of complexity based on a probabilistic description, is revisited. A straightforward approach allows us to establish the time evolution of this indicator in a near-equilibrium situation and gives us a new…

Adaptation and Self-Organizing Systems · Physics 2016-09-08 Ricardo Lopez-Ruiz

Many natural and social systems develop complex networks, that are usually modelled as random graphs. The eigenvalue spectrum of these graphs provides information about their structural properties. While the semi-circle law is known to…

Statistical Mechanics · Physics 2009-11-07 Illes J. Farkas , Imre Derenyi , Albert-Laszlo Barabasi , Tamas Vicsek

We develop a non-perturbative functional framework for computing real-time correlation functions in strongly correlated systems. The framework is based on the spectral representation of correlation functions and dimensional regularisation.…

High Energy Physics - Theory · Physics 2021-01-04 Jan Horak , Jan M. Pawlowski , Nicolas Wink

This is a review paper outlining recent progress in the spectral analysis of first order systems. We work on a closed manifold and study an elliptic self-adjoint first order system of linear partial differential equations. The aim is to…

Spectral Theory · Mathematics 2016-12-13 Zhirayr Avetisyan , Yan-Long Fang , Dmitri Vassiliev

We consider an elliptic self-adjoint first order pseudodifferential operator acting on columns of complex-valued half-densities over a connected compact manifold without boundary. The eigenvalues of the principal symbol are assumed to be…

Spectral Theory · Mathematics 2013-06-12 Olga Chervova , Robert J. Downes , Dmitri Vassiliev

While calculations and measurements of single-particle spectral properties often offer the most direct route to study correlated electron systems, the underlying physics may remain quite elusive, if information at higher particle levels is…

Strongly Correlated Electrons · Physics 2021-05-12 T. Schäfer , A. Toschi

The area of Data Analytics on graphs promises a paradigm shift as we approach information processing of classes of data, which are typically acquired on irregular but structured domains (social networks, various ad-hoc sensor networks).…

Information Theory · Computer Science 2019-08-13 Ljubisa Stankovic , Danilo Mandic , Milos Dakovic , Milos Brajovic , Bruno Scalzo , Tony Constantinides

Let $\theta$ be an elementary theta function, such as the classical Jacobi theta function. We establish a spectral decomposition and surprisingly strong asymptotic formulas for $\langle |\theta|^2, \varphi \rangle$ as $\varphi$ traverses a…

Number Theory · Mathematics 2021-09-16 Paul D. Nelson

Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functional time series. In the high-dimensional setting where the…

Statistics Theory · Mathematics 2025-12-16 Bufan Li , Xinghao Qiao , Weichi Wu , Holger Dette

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

We present a semiclassical approach to n-point spectral correlation functions of quantum systems whose classical dynamics is chaotic, for arbitrary n. The basic ingredients are sets of periodic orbits that have nearly the same action and…

Chaotic Dynamics · Physics 2018-11-14 Sebastian Müller , Marcel Novaes

The subject of the present study is the Monte Carlo path-integral evaluation of the moments of spectral functions. Such moments can be computed by formal differentiation of certain estimating functionals that are infinitely-differentiable…

Statistical Mechanics · Physics 2009-11-11 Cristian Predescu

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