English
Related papers

Related papers: Entropy Rate Bounds via Second-Order Statistics

200 papers

A quantity of interest to characterise continuous-valued stochastic processes is the differential entropy rate. The rate of convergence of many properties of LRD processes is slower than might be expected, based on the intuition for…

Information Theory · Computer Science 2021-11-02 Andrew Feutrill , Matthew Roughan

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…

Information Theory · Computer Science 2021-05-26 Andrew Feutrill , Matthew Roughan

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

Information Theory · Computer Science 2007-07-13 Joseph DeStefano , Erik Learned-Miller

We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…

Information Theory · Computer Science 2007-07-13 George M. Gemelos , Tsachy Weissman

We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…

Information Theory · Computer Science 2017-08-30 Meik Dörpinghaus

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

Information Theory · Computer Science 2016-11-17 Igal Sason

Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…

Mathematical Physics · Physics 2025-08-26 Hong Qian , Zhongwei Shen

Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…

Information Theory · Computer Science 2025-07-16 Naveen Kumar , Vivek Vijay

Some microscopic dynamics are also macroscopically irreversible, dissipating energy and producing entropy. For many-particle systems interacting with deterministic thermostats, the rate of thermodynamic entropy dissipated to the environment…

Classical Physics · Physics 2025-01-13 Swetamber Das , Jason R. Green

In this paper we explore how non trivial boundary conditions could influence the entanglement entropy in a topological order in 2+1 dimensions. Specifically we consider the special class of topological orders describable by the quantum…

High Energy Physics - Theory · Physics 2018-06-26 Chaoyi Chen , Ling-Yan Hung , Yingcheng Li , Yidun Wan

(abbreviated) The statistical mechanics of self-gravitating systems is a long-held puzzle. In this work, we employ a phenomenological entropy form of ideal gas, first proposed by White & Narayan, to revisit this issue. By calculating the…

Cosmology and Nongalactic Astrophysics · Physics 2011-06-09 Ping He , Dong-Biao Kang

Bounds on the entropy of patterns of sequences generated by independently identically distributed (i.i.d.) sources are derived. A pattern is a sequence of indices that contains all consecutive integer indices in increasing order of first…

Information Theory · Computer Science 2007-07-13 Gil I. Shamir

Long memory or long range dependency is an important phenomenon that may arise in the analysis of time series or spatial data. Most of the definitions of long memory of a stationary process $X=\{X_1, X_2,\cdots,\}$ are based on the…

Probability · Mathematics 2016-04-20 Yiming Ding , Xuyan Xiang

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

The second law of thermodynamics states that entropy production cannot be negative. Recent developments concerning uncertainty relations in stochastic thermodynamics, such as thermodynamic uncertainty relations and speed limits, have…

Statistical Mechanics · Physics 2023-10-09 Tomohiro Nishiyama , Yoshihiko Hasegawa

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Hussein Sibai , Sayan Mitra

We present a series of closed-form maximum entropy upper bounds for the differential entropy of a continuous univariate random variable and study the properties of that series. We then show how to use those generic bounds for upper bounding…

Information Theory · Computer Science 2026-01-06 Frank Nielsen , Richard Nock

This paper studies the second-order asymptotics of coding rates for the discrete memoryless multiple-access channel with a fixed target error probability. Using constant-composition random coding, coded time-sharing, and a variant of…

Information Theory · Computer Science 2014-11-18 Jonathan Scarlett , Alfonso Martinez , Albert Guillén i Fàbregas

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag
‹ Prev 1 2 3 10 Next ›