Related papers: On the nature of time in time-dependent expansiona…
There is a random variable (X) with a determined outcome (i.e., X = x0), p(x0) = 1. Consider x0 to have a discrete uniform distribution over the integer interval [1, s], where the size of the sample space (s) = 1, in the initial state, such…
The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…
In this paper, time-dependent dynamical systems given by sequences of maps are studied. For systems built from expanding C^2-maps on a compact Riemannian manifold M with uniform bounds on expansion factors and derivatives, we provide…
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…
We study a dynamical system with time dependent Hamiltonian by numerical experiments so as to find a relation between thermodynamics and chaotic nature of the system. Excess information loss, defined newly based on Lyapunov analysis, is…
We use a new method of studying the Hurst exponent with time and scale dependency. This new approach allow us to recover the major events affecting worldwide markets (such as the September 11th terrorist attack) and analyze the way those…
Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix $\rho(t)$. Because $\rho$ contains both classical and quantum-mechanical probabilities it…
A possible mechanism of time is formulated by developing an idea of time replaced by quantum correlations, with the aid of modern quantum information theory. We invent a microscopic model, where correlations of a closed system are steadily…
We study the unitary time evolution of the entropy of entanglement of a one-dimensional system between the degrees of freedom in an interval of length l and its complement, starting from a pure state which is not an eigenstate of the…
Entropy plays a key role in statistical physics of complex systems, which in general exhibit diverse aspects of emergence on different scales. However, it still remains not fully resolved how entropy varies with the coarse-graining level…
The principle of entropy increase is not only the basis of statistical mechanics, but also closely related to the irreversibility of time, the origin of life, chaos and turbulence. In this paper, we first discuss the dynamic system…
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…
We study the local (in time) expansion of a continuous-time process and its conditional moments, including the process' characteristic function. The expansions are conducted by using the properties of the (time-extended) Ito signature, a…
Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…
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…
We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm…
In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…