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Estimating the dissipation, or the entropy production rate (EPR), can provide insights into the underlying mechanisms of nonequilibrium driven processes. Experimentally, however, only partial information can be accessed, and the ability to…

Statistical Mechanics · Physics 2022-12-29 Uri Kapustin , Aishani Ghosal , Gili Bisker

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Tilmann Gneiting , Martin Schlather

We investigate the effect of coarse-graining on the energetics properties of a system, focusing on entropy production. As a case of study, we consider a one-dimensional colloidal particle in contact with a thermal bath, moving in a…

Statistical Mechanics · Physics 2021-09-08 Pierpaolo Bilotto , Lorenzo Caprini , Angelo Vulpiani

In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…

Information Theory · Computer Science 2018-11-08 Arta Cika , Mihai-Alin Badiu , Justin P. Coon , Shahriar Etemadi Tajbakhsh

We consider discrete stochastic processes, modeled by classical master equations, on networks. The temporal growth of the lack of information about the system is captured by its non-equilibrium entropy, defined via the transition…

Statistical Mechanics · Physics 2017-04-26 Oliver Muelken , Sarah Heinzelmann , Maxim Dolgushev

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…

Information Theory · Computer Science 2018-09-21 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Murti V. Salapaka

For a family of stochastic differential equations, we investigate the asymptotic behaviors of its corresponding Picard's iteration, establishing convergence results in terms of relative entropy. Our convergence results complement the…

Probability · Mathematics 2018-10-16 Tsz Hin Ng , Guangyue Han

A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving…

Statistical Finance · Quantitative Finance 2020-07-15 Pietro Murialdo , Linda Ponta , Anna Carbone

We introduce a method for quantifying the inherent unpredictability of a continuous-valued time series via an extension of the differential Shannon entropy rate. Our extension, the specific entropy rate, quantifies the amount of predictive…

Machine Learning · Computer Science 2016-06-09 David Darmon

Let $(X_j)_{j\geq1}$ be a multivariate long-range dependent Gaussian process. We study the asymptotic behavior of the corresponding sequential empirical process indexed by a class of functions. If some entropy condition is satisfied we have…

Probability · Mathematics 2017-01-06 Jannis Buchsteiner

The non-extensive self-consistent theory describing the thermodynamics of hadronic systems at high temperatures is used to derive some thermodynamical quantities, as pressure, entropy, speed of sound and trace-anomaly. The calculations are…

High Energy Physics - Phenomenology · Physics 2013-03-05 Airton Deppman

Rooted trees with probabilities are used to analyze properties of a variable length code. A bound is derived on the difference between the entropy rates of the code and a memoryless source. The bound is in terms of normalized informational…

Information Theory · Computer Science 2013-10-11 Georg Böcherer , Rana Ali Amjad

We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…

Statistical Mechanics · Physics 2020-01-29 Eial Teomy , Ralf Metzler

The RR series extracted from human electrocardiogram signal (ECG) is considered as a fractal stochastic process. The manifestation of long-range dependencies is the presence of power laws in scale dependent process characteristics.…

Tissues and Organs · Quantitative Biology 2009-11-11 Danuta Makowiec , Rafal Galaska , Aleksandra Dudkowska , Andrzej Rynkiewicz , Marcin Zwierz

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo , Jorge Kurchan

We show that under local detailed balance the expected entropy production rate is always bounded in terms of the dynamical activity. The activity refers to the time-symmetric contribution in the action functional for path-space…

Statistical Mechanics · Physics 2017-10-25 Christian Maes

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel

Stochastic processes under resetting at random times have attracted a lot of attention in recent years and served as illustrations of nontrivial and interesting static and dynamic features of stochastic dynamics. In this paper, we aim to…

Statistical Mechanics · Physics 2025-06-18 Yating Wang , Hanshuang Chen
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