Related papers: Limiting entropy of determinantal processes
In this paper we study the convergence of solutions for (possibly degenerate) stochastic differential equations driven by L\'evy processes, when the coefficients converge in some appropriate sense. First, we prove, by means of a…
Given a countable relational language $L$, we consider probability measures on the space of $L$-structures with underlying set $\mathbb{N}$ that are invariant under the logic action. We study the growth rate of the entropy function of such…
For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…
We study a quantity called discrete layered entropy, which approximates the Shannon entropy within a logarithmic gap. Compared to the Shannon entropy, the discrete layered entropy is piecewise linear, approximates the expected length of the…
We provide an empirical process theory for locally stationary processes over nonsmooth function classes. An important novelty over other approaches is the use of the flexible functional dependence measure to quantify dependence. A…
The purpose of this work is to bound sofic topological entropy of Toeplitz systems over residually finite groups and to prove the Krieger Theorem about attaining arbitrary entropy by the Toeplitz systems. To achieve these results, we…
According to a previous conjecture, spatial and temporal Lyapunov exponents of chaotic extended systems can be obtained from derivatives of a suitable function: the entropy potential. The validity and the consequences of this hypothesis are…
We ask the question whether entropy accumulates, in the sense that the operationally relevant total uncertainty about an $n$-partite system $A = (A_1, \ldots A_n)$ corresponds to the sum of the entropies of its parts $A_i$. The Asymptotic…
The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…
Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…
We consider Gibbs distributions on finite random plane trees with bounded branching. We show that as the order of the tree grows to infinity, the distribution of any finite neighborhood of the root of the tree converges to a limit. We…
A quantity of interest to characterise continuous-valued stochastic processes is the differential entropy rate. The rate of convergence of many properties of LRD processes is slower than might be expected, based on the intuition for…
The entropy of an ergodic finite-alphabet process can be computed from a single typical sample path x_1^n using the entropy of the k-block empirical probability and letting k grow with $n$ roughly like log n. We further assume that the…
We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…
Donsker-type functional limit theorems are proved for empirical processes arising from discretely sampled increments of a univariate L\'evy process. In the asymptotic regime the sampling frequencies increase to infinity and the limiting…
Within the nonextensive framework, it is shown that zeroth law of thermodynamics determines not only the mapping between Lagrange multipliers and intensive variables, but also the mapping between nonextensive and extensive entropy. The form…
Ergodic theory includes several notions of entropy for probability-preserving actions of countable groups. These include Kolmogorov--Sinai entropy based on F\o lner sequences for amenable groups, entropy defined using a random ordering of…
We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…
Several implications of well-known fluctuation theorems, on the statistical properties of the entropy production, are studied using various approaches. We begin by deriving a tight lower bound on the variance of the entropy production for a…
Fluctuation theorems specify the non-zero probability to observe negative entropy production, contrary to a naive expectation from the second law of thermodynamics. For closed particle trajectories in a fluid, Stokes theorem can be used to…