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This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…

Statistical Mechanics · Physics 2008-03-25 Luciano da Fontoura Costa

When analyzing the equilibrium properties of a stochastic process, identifying the parity of the variables under time-reversal is imperative. This initial step is required to assess the presence of detailed balance, and to compute the…

Statistical Mechanics · Physics 2025-04-09 Dario Lucente , Marco Baldovin , Massimiliano Viale , Angelo Vulpiani

For a non-generic, yet dense subset of $C^1$ expanding Markov maps of the interval we prove the existence of uncountably many Lyapunov optimizing measures which are ergodic, fully supported and have positive entropy. These measures are…

Dynamical Systems · Mathematics 2017-08-29 Mao Shinoda , Hiroki Takahasi

This work is devoted to a vast extension of Sanov's theorem, in Laplace principle form, based on alternatives to the classical convex dual pair of relative entropy and cumulant generating functional. The abstract results give rise to a…

Probability · Mathematics 2019-12-12 Daniel Lacker

We study Poincar\'e recurrence from a purely geometrical viewpoint. We prove that the metric entropy is given by the exponential growth rate of return times to dynamical balls. This is the geometrical counterpart of Ornstein-Weiss theorem.…

Dynamical Systems · Mathematics 2015-05-13 Paulo Varandas

In this paper, we study the asymptotic behavior for multi-scale stochastic differential equations driven by L\'evy processes. The optimal strong convergence order 1/2 is obtained by studying the regularity estimates for the solution of…

Probability · Mathematics 2023-09-26 Yinghui Shi , Xiaobin Sun , Liqiong Wang , Yingchao Xie

In this short paper, we establish a variational expression of the Tsallis relative entropy. In addition, we derive a generalized thermodynamic inequality and a generalized Peierls-Bogoliubov inequality. Finally we give a generalized…

Statistical Mechanics · Physics 2010-01-10 Shigeru Furuichi

The basic model for incompressible two-phase flows with phase transitions is derived from basic principles and shown to be thermodynamically consistent in the sense that the total energy is conserved and the total entropy is nondecreasing.…

Analysis of PDEs · Mathematics 2016-12-20 Jan Pruess , Senjo Shimizu , Yoshihiro Shibata , Gieri Simonett

We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity…

Statistics Theory · Mathematics 2014-08-25 Debashis Paul , Jie Peng , Prabir Burman

This study presents a specific symplectic map, derived from a Hamiltonian, as a model that exhibits time-reversal symmetry on a microscopic scale. Based on the analysis, any initial density function, defined almost everywhere, converges to…

Chaotic Dynamics · Physics 2024-07-25 Ken-ichi Okubo , Ken Umeno

We discuss differential-- versus integral--equation based methods describing out--of thermal equilibrium systems and emphasize the importance of a well defined reduction to statistical observables. Applying the projection operator approach,…

High Energy Physics - Theory · Physics 2011-09-13 Herbert Nachbagauer

This paper discusses a forgotten remark of Paul L\'evy (1935), determining the asymptotic distribution of sums of i.i.d. random variables with tails $cx^{-\alpha}\psi(\log x)$, where $0<\alpha<2$ and $\psi$ is a periodic function on…

Probability · Mathematics 2016-09-28 István Berkes

Entropic Dynamics is a framework in which dynamical laws are derived as an application of entropic methods of inference. No underlying action principle is postulated. Instead, the dynamics is driven by entropy subject to the constraints…

Quantum Physics · Physics 2015-09-11 Ariel Caticha

In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…

Statistical Mechanics · Physics 2018-03-14 Hyun-Myung Chun , Jae Dong Noh

We show that Poincare recurrence does not mean that the entropy will eventually decrease, contrary to the claim of Zermelo, and that the probabilitistic origin in statistical physics must lie in the external noise, and not the preparation…

Statistical Mechanics · Physics 2008-03-10 P. D. Gujrati

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Hussein Sibai , Sayan Mitra

We study the nonequilibrium statistical mechanics of a finite classical system subjected to nongradient forces $\xi$ and maintained at fixed kinetic energy (Hoover-Evans isokinetic thermostat). We assume that the microscopic dynamics is…

Statistical Mechanics · Physics 2007-05-23 David Ruelle

A unified presentation of the perturbation and variational methods for the generalized statistical mechanics based on Tsallis entropy is given here. In the case of the variational method, the Bogoliubov inequality is generalized in a very…

Statistical Mechanics · Physics 2009-10-31 E. K. Lenzi , L. C. Malacarne , R. S. Mendes

We consider the ideal Fermi gas of indistinguishable particles without spin but with electric charge, confined to a Euclidean plane $\mathbb R^2$ perpendicular to an external constant magnetic field of strength $B>0$. We assume this…

Mathematical Physics · Physics 2023-03-01 Hajo Leschke , Alexander V. Sobolev , Wolfgang Spitzer

Non-Hermitian rotation-time reversal (RT)-symmetric spin models possess two distinct phases, the unbroken phase in which the entire spectrum is real and the broken phase which contains complex eigenspectra, thereby indicating a transition…