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The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…

Chaotic Dynamics · Physics 2015-05-13 C. P. Dettmann , T. B. Howard

We consider a self-similar fragmentation process in which the generic particle of size $x$ is replaced at probability rate $x^\alpha$, by its offspring made of smaller particles, where $\alpha$ is some positive parameter. The total of…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alexander Gnedin

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

Probability · Mathematics 2023-01-03 Tiefeng Jiang , Ke Wang

A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…

Methodology · Statistics 2015-09-03 Jim E. Griffin , Fabrizio Leisen

Measuring the average information that is necessary to describe the behaviour of a dynamical system leads to a generalization of the Kolmogorov-Sinai entropy. This is particularly interesting when the system has null entropy and the…

Dynamical Systems · Mathematics 2007-05-23 Claudio Bonanno , Stefano Galatolo

\cite{HillMotegi2017} present a new general asymptotic theory for the maximum of a random array $\{\mathcal{X}_{n}(i)$ $:$ $1$ $\leq $ $i$ $\leq $ $\mathcal{L}\}_{n\geq 1}$, where each $\mathcal{X}_{n}(i)$ is assumed to converge in…

Statistics Theory · Mathematics 2018-02-27 Jonathan B. Hill

The analogues of Arimoto's definition of conditional R\'enyi entropy and R\'enyi mutual information are explored for abstract alphabets. These quantities, although dependent on the reference measure, have some useful properties similar to…

Information Theory · Computer Science 2021-10-20 Gautam Aishwarya , Mokshay Madiman

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

This paper studies the capacity of molecular communications in fluid media, where the information is encoded in the number of transmitted molecules in a time-slot (amplitude shift keying). The propagation of molecules is governed by random…

Information Theory · Computer Science 2016-04-29 Siavash Ghavami , Raviraj Adve , Farshad Lahouti

In the last three decades, several measures of complexity have been proposed. Up to this point, most of such measures have only been developed for finite spaces. In these scenarios the baseline distribution is uniform. This makes sense…

Information Theory · Computer Science 2021-11-15 Daniel Andrés Díaz-Pachón , Robert J. Marks

This paper is devoted to the structure of the complete asymptotic expansion of the probability that a large combinatorial object is irreducible or consists of a given number of irreducible parts, where irreducibility is understood in terms…

Combinatorics · Mathematics 2025-12-01 Thierry Monteil , Khaydar Nurligareev

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

Dynamics of coupled chaotic oscillators on a network are studied using coupled maps. Within a broad range of parameter values representing the coupling strength or the degree of elements, the system repeats formation and split of coherent…

Chaotic Dynamics · Physics 2016-12-21 Kenji Shinoda , Kunihiko Kaneko

It is proved that the only additive and isotropic information measure that can depend on the probability distribution and also on its first derivative is a linear combination of the Boltzmann-Gibbs-Shannon and Fisher information measures.…

Statistical Mechanics · Physics 2009-11-10 P. Ván

We consider a class of models of opinion formation where the dissemination of individual opinions occurs through the spreading of local consensus and disagreement. We study the emergence of full collective consensus or maximal disagreement…

Physics and Society · Physics 2014-12-23 Andrés Chacoma , Damián H. Zanette

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

Statistics Theory · Mathematics 2021-03-30 Chih-Hao Chang , Hsin-Cheng Huang , Ching-Kang Ing

We introduce a quantity called the free mutual information (FMI), adapted from concepts in free probability theory, as a new physical measure of quantum chaos. This quantity captures the spreading of a time-evolved operator in the space of…

Quantum Physics · Physics 2025-09-18 Shreya Vardhan , Jinzhao Wang