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200 papers

We analyze various uncertainty measures for spatial diffusion processes. In this manifestly non-quantum setting, we focus on the existence issue of complementary pairs whose joint dispersion measure has strictly positive lower bound.

Statistical Mechanics · Physics 2009-11-13 Piotr Garbaczewski

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…

Statistical Finance · Quantitative Finance 2021-06-01 Laurence F Lacey

In this chapter, we review a principled way of defining and measuring contextuality in systems with deterministic inputs and random outputs, recently proposed and developed in \citep{KujalaDzhafarovLarsson2015,DKL2015FooP}.

Quantum Physics · Physics 2015-12-02 Janne V. Kujala , Ehtibar N. Dzhafarov

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

We consider the minimization over probability measures of the expected value of a random variable, regularized by relative entropy with respect to a given probability distribution. In the general setting we provide a complete…

Probability · Mathematics 2020-09-29 Joris Bierkens , Hilbert J. Kappen

Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

Probability · Mathematics 2025-05-27 Robert E. Gaunt , Zixin Ye

The notion of (non)contextuality pertains to sets of properties measured one subset (context) at a time. We extend this notion to include so-called inconsistently connected systems, in which the measurements of a given property in different…

Quantum Physics · Physics 2015-11-17 Janne V. Kujala , Ehtibar N. Dzhafarov , Jan-Åke Larsson

Axiomatic approach to measurement theory is developed. All the possible statistical properties of apparatuses measuring an observable with nondegenerate spectrum allowed in standard quantum mechanics are characterized.

Quantum Physics · Physics 2007-05-23 Masanao Ozawa

We construct ergodic probability measures with infinite metric entropy for typical continuous maps and homeomorphisms on compact manifolds. We also construct sequences of such measures that converge to a zero-entropy measure.

Dynamical Systems · Mathematics 2025-04-15 Eleonora Catsigeras , Serge Troubetzkoy

An analysis of quantum measurement is presented that relies on an information-theoretic description of quantum entanglement. In a consistent quantum information theory of entanglement, entropies (uncertainties) conditional on measurement…

Quantum Physics · Physics 2008-02-03 N. J. Cerf , C. Adami

Relative entropy is a fundamental class of distances between probability distributions, with widespread applications in probability theory, statistics, and machine learning. In this work, we study relative entropy from a categorical…

Logic in Computer Science · Computer Science 2026-03-06 Ralph Sarkis , Fabio Zanasi

The topological entropy dimension is mainly used to distinguish the zero topological entropy systems. Two types of topological entropy dimensions, the classical entropy dimension and the Pesin entropy dimension, are investigated for…

Dynamical Systems · Mathematics 2025-04-08 Chang-Bing Li

A `symbolic dynamical system' is a continuous transformation F:X-->X of a closed perfect subset X of A^V, where A is a finite set and V is countable. (Examples include subshifts, odometers, cellular automata, and automaton networks.) The…

Dynamical Systems · Mathematics 2009-07-20 Marcus Pivato

For dynamical systems with the shadowing property, we provide a method of approximation of invariant measures by ergodic measures supported on odometers and their almost 1-1 extensions. For a topologically transitive system with the…

Dynamical Systems · Mathematics 2019-08-15 Jian Li , Piotr Oprocha

A causal set is a partially ordered set on a countably infinite ground-set such that each element is above finitely many others. A natural extension of a causal set is an enumeration of its elements which respects the order. We bring…

Probability · Mathematics 2011-09-22 Graham Brightwell , Malwina Luczak

Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for any measure $\Lambda$ on the punctured Euclidean space $\mathbb…

Statistics Theory · Mathematics 2024-09-12 Sebastian Engelke , Jevgenijs Ivanovs , Kirstin Strokorb

We present an orthogonal expansion for real, function-regulated, second-order random measures over $\mathbb{R}^{d}$ with measure covariance. Such a expansion, which can be seen as a Karhunen-Lo\`eve decomposition, consists in a series of…

Probability · Mathematics 2025-06-23 Ricardo Carrizo Vergara

Given an ergodic measure with positive entropy and only positive Lyapunov exponents, its dynamical quantifiers can be approximated by means of quantifiers of some family of uniformly expanding repellers. Here non-uniformly expanding maps…

Dynamical Systems · Mathematics 2010-06-17 Katrin Gelfert

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

We survey the connections between entropy, chaos, and independence in topological dynamics. We present extensions of two classical results placing the following notions in the context of symbolic dynamics: 1. Equivalence of positive entropy…

Dynamical Systems · Mathematics 2015-12-22 Fryderyk Falniowski , Marcin Kulczycki , Dominik Kwietniak , Jian Li