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We develop a variational method for constructing positive entropy invariant measures of Lagrangian systems without assuming transversal intersections of stable and unstable manifolds, and without restrictions to the size of non-integrable…

Dynamical Systems · Mathematics 2016-06-23 Sinisa Slijepcevic

We propose a compression-based version of the empirical entropy of a finite string over a finite alphabet. Whereas previously one considers the naked entropy of (possibly higher order) Markov processes, we consider the sum of the…

Information Theory · Computer Science 2011-04-05 Paul M. B. Vitányi

The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…

Statistical Mechanics · Physics 2020-08-21 Gil Ariel , Haim Diamant

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

Based on the form invariance of the structures given by Khinchin's axiomatic foundations of information theory and the pseudoadditivity of the Tsallis entropy indexed by q, the concept of conditional entropy is generalized to the case of…

Quantum Physics · Physics 2009-11-06 Sumiyoshi Abe , A. K. Rajagopal

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

Convergence properties of Shannon Entropy are studied. In the differential setting, it is shown that weak convergence of probability measures, or convergence in distribution, is not enough for convergence of the associated differential…

Information Theory · Computer Science 2016-11-18 Francisco J. Piera , Patricio Parada

We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…

Probability · Mathematics 2018-10-24 Milton Jara , Otávio Menezes

In the study of aperiodic order via dynamical methods, topological entropy is an important concept. In this paper, parts of the theory, like Bowen's formula for fibre wise entropy or the independence of the definition from the choice of a…

Dynamical Systems · Mathematics 2020-03-10 Till Hauser

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Probability · Mathematics 2021-06-02 Lampros Gavalakis , Ioannis Kontoyiannis

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

Thermodynamic entropy is determined by a heat measurement through the Clausius equality. The entropy then formalizes a fundamental limitation of operations by the second law of thermodynamics. The entropy is also expressed as the Shannon…

Statistical Mechanics · Physics 2015-06-17 Shin-ichi Sasa

For general asymptotically sub-additive potentials (resp. asymptotically additive potentials) on general topological dynamical systems, we establish some variational relations between the topological entropy of the level sets of Lyapunov…

Dynamical Systems · Mathematics 2015-05-13 De-Jun Feng , Wen Hunag

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

Given a finite typed rooted tree $T$ with $n$ vertices, the {\em empirical subtree measure} is the uniform measure on the $n$ typed subtrees of $T$ formed by taking all descendants of a single vertex. We prove a large deviation principle in…

Probability · Mathematics 2007-05-23 Amir Dembo , Peter Morters , Scott Sheffield

We relate Fuglede-Kadison determinants to entropy of algebraic actions of sofic groups in essentially complete generality. This generalizes recent results of Hanfeng Li and Andreas Thom from the amenable case to the sofic case, as well as…

Dynamical Systems · Mathematics 2016-07-12 Ben Hayes

Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…

Statistics Theory · Mathematics 2016-08-16 D. Anevski , O. Hössjer

A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…

Probability · Mathematics 2023-02-28 Johannes Heiny , Carolin Kleemann

Bowen showed that a continuous expansive map with specification has a unique measure of maximal entropy. We show that the conclusion remains true under weaker non-uniform versions of these hypotheses. To this end, we introduce the notions…

Dynamical Systems · Mathematics 2019-02-20 Vaughn Climenhaga , Daniel J. Thompson

We consider stochastic processes with (or without) memory whose evolution is encoded by a finite or infinite rooted tree. The main goal is to compare the entropy rates of a given base process and a second one, to be considered as a…

Information Theory · Computer Science 2017-04-21 Thomas Hirschler , Wolfgang Woess