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The eigenstate entanglement entropy has been recently shown to be a powerful tool to distinguish integrable from generic quantum-chaotic models. In integrable models, a unique feature of the average eigenstate entanglement entropy (over all…

Statistical Mechanics · Physics 2020-11-05 Patrycja Łydżba , Marcos Rigol , Lev Vidmar

We study by theoretical analysis and by direct numerical simulation the dynamics of a wide class of asynchronous stochastic systems composed of many autocatalytic degrees of freedom. We describe the generic emergence of truncated power laws…

Statistical Mechanics · Physics 2009-10-31 Zhi-Feng Huang , Sorin Solomon

Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…

Other Statistics · Statistics 2018-07-04 Nathaniel Rupprecht , Dervis Vural

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

We prove that under mild positivity assumptions the entropy rate of a hidden Markov chain varies analytically as a function of the underlying Markov chain parameters. A general principle to determine the domain of analyticity is stated. An…

Probability · Mathematics 2007-07-13 Guangyue Han , Brian Marcus

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with…

Methodology · Statistics 2014-12-11 Ladislav Kristoufek

The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…

Condensed Matter · Physics 2007-05-23 D. M. Tavares , L. S. Lucena

We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…

Probability · Mathematics 2017-05-11 Thomas Leblé , Sylvia Serfaty

We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of…

Chaotic Dynamics · Physics 2011-12-13 Taichi Haruna , Kohei Nakajima

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…

Statistical Mechanics · Physics 2025-05-30 Masanao Igarashi

From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…

Statistics Theory · Mathematics 2021-10-12 Mohamedou Ould Haye , Anne Philippe , Caroline Robet

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

A class of discrete renewal processes with super-exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical…

Probability · Mathematics 2007-06-05 Giambattista Giacomin

In spatially distributed cellular systems, it is often convenient to represent complicated auxiliary pathways and spatial transport by time-delayed reaction rates. Furthermore, many of the reactants appear in low numbers necessitating a…

Quantitative Methods · Quantitative Biology 2015-05-14 Matthew Scott

We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…

Machine Learning · Computer Science 2020-12-03 Prasenjit Karmakar

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

We investigate the entanglement temperature of a small scale subsystem in low excited states by using holographic method. Especially, we study the entanglement entropy and entanglement temperature in higher derivative gravities which are…

High Energy Physics - Theory · Physics 2015-06-15 Wu-zhong Guo , Song He , Jun Tao

A recent result presented the expansion for the entropy rate of a Hidden Markov Process (HMP) as a power series in the noise variable $\eps$. The coefficients of the expansion around the noiseless ($\eps = 0$) limit were calculated up to…

Information Theory · Computer Science 2009-11-11 Or Zuk , Eytan Domany , Ido Kanter , Michael Aizenman