English
Related papers

Related papers: Time-restricted sensitivity and entropy

200 papers

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

Risk Management · Quantitative Finance 2025-09-23 Nicole Bäuerle , Anna Jaśkiewicz

The stickiness effect is a fundamental feature of quasi-integrable Hamiltonian systems. We propose the use of an entropy-based measure of the recurrence plots (RP), namely, the entropy of the distribution of the recurrence times (estimated…

For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…

Dynamical Systems · Mathematics 2022-10-03 Peng Sun

This article is devoted to study which conditions imply that a topological dynamical system is mean sensitive and which do not. Among other things we show that every uniquely ergodic, mixing system with positive entropy is mean sensitive.…

Dynamical Systems · Mathematics 2017-08-08 Felipe García-Ramos , Jie Li , Ruifeng Zhang

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

For any dynamical system $T:X\rightarrow X$ of a compact metric space $X$ with $g-$almost product property and uniform separation property, under the assumptions that the periodic points are dense in $X$ and the periodic measures are dense…

Dynamical Systems · Mathematics 2015-11-19 Xueting Tian

We introduce a new concept of finite-time entropy which is a local version of the classical concept of metric entropy. Based on that, a finite-time version of Pesin's entropy formula and also an explicit formula of finite-time entropy for…

Dynamical Systems · Mathematics 2014-06-27 Luu Hoang Duc , Stefan Siegmund

We perform a throughout numerical study of the average sensitivity to initial conditions and entropy production for two symplectically coupled standard maps focusing on the control-parameter region close to regularity. Although the system…

Statistical Mechanics · Physics 2009-11-10 Garin F. J. Ananos , Fulvio Baldovin , Constantino Tsallis

Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…

Chaotic Dynamics · Physics 2009-11-10 Milan Rajkovic

We consider topological dynamical systems given by skew products $S\rtimes_{\tau} T$, where $S\colon Y\to Y$ is a subshift, $\tau\colon Y\to\mathbb{Z}$ is a continuous cocycle, and $T$ is an arbitrary invertible topological system. For…

Dynamical Systems · Mathematics 2025-06-24 Nicanor Carrasco-Vargas

For deterministic continuous time nonlinear control systems, epsilon-practical stabilization entropy and practical stabilization entropy are introduced. Here the rate of attraction is specified by a KL-function. Upper and lower bounds for…

Optimization and Control · Mathematics 2022-12-13 Fritz Colonius , Boumediene Hamzi

In the present work, we provide the asymptotic behavior of the residual-past entropy, of the mean residual-past lifetime distribution and of the residual-past inaccuracy measure. We are interested in these measures of uncertainty in the…

Statistics Theory · Mathematics 2019-12-03 Ba Amadou Diadie

We show that in a topological dynamical system $(X,T)$ of positive entropy there exist proper (positively) asymptotic pairs, that is, pairs $(x,y)$ such that $x\not= y$ and $\lim_{n\to +\infty} d(T^n x,T^n y)=0$. More precisely we consider…

Dynamical Systems · Mathematics 2019-01-03 François Blanchard , Bernard Host , Sylvie Ruette

In 1997, Katok--Thouvenot and Ferenczi independently introduced a notion of ``slow entropy'' as a way to quantitatively compare measure-preserving systems with zero entropy. We develop a relative version of this theory for a…

Dynamical Systems · Mathematics 2023-03-15 Adam Lott

Two general upper bounds on the topological entropy of nonlinear time-varying systems are established: one using the matrix measure of the system Jacobian, the other using the largest real part of the eigenvalues of the Jacobian matrix with…

Optimization and Control · Mathematics 2025-09-18 Guosong Yang , Daniel Liberzon

In this article, I give a definition of topological entropy for random dynamical systems associated to an infinite countable discrete amenable group action. I obtain a variational principle between the topological entropy and measurable…

Dynamical Systems · Mathematics 2024-03-13 Yuan Lian

We introduce the notion of rescaled expansive measures to study a measure-theoretic formulation of rescaled expansiveness for flows, particularly in the presence of singularities. Equivalent definitions are established via…

Dynamical Systems · Mathematics 2025-08-25 Yun Yang

We study generalized indicators of sensitivity to initial conditions and orbit complexity in topological dynamical systems. The orbit complexity is a measure of the asymptotic behavior of the information that is necessary to describe the…

Dynamical Systems · Mathematics 2016-09-07 Stefano Galatolo

We consider the entropy of the solution to the heat equation on a Riemannian manifold. When the manifold is compact, we provide two estimates on the rate of change of the entropy in terms of the lower bound on the Ricci curvature and the…

Differential Geometry · Mathematics 2013-01-30 Adrian P. C. Lim , Dejun Luo

In this work, we introduce a notion of reachability entropy to characterize the smallest data rate which is sufficient enough to enforce reach-while-stay specification. We also define data rates of coder-controllers that can enforce this…

Optimization and Control · Mathematics 2022-06-22 Mahendra Singh Tomar , Majid Zamani