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For random dynamical systems, by summarizing the fundamental properties of Kifer's topological pressure we introduce the concept of random pressure functions, and define Ruelle's metric entropy for invariant measures. Employing the…

Dynamical Systems · Mathematics 2026-05-19 Rui Yang , Ercai Chen , Xiaoyao Zhou

We derive thermodynamically consistent models of reaction-diffusion equations coupled to a heat equation. While the total energy is conserved, the total entropy serves as a driving functional such that the full coupled system is a gradient…

Analysis of PDEs · Mathematics 2018-10-16 Jan Haskovec , Sabine Hittmeir , Peter Markowich , Alexander Mielke

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

We introduce dynamical versions of loop (or Dyson-Schwinger) equations for large families of two--dimensional interacting particle systems, including Dyson Brownian motion, Nonintersecting Bernoulli/Poisson random walks, $\beta$--corners…

Probability · Mathematics 2024-03-07 Vadim Gorin , Jiaoyang Huang

The Birkhoff Ergodic Theorem asserts under mild conditions that Birkhoff averages (i.e. time averages computed along a trajectory) converge to the space average. For sufficiently smooth systems, our small modification of numerical Birkhoff…

The aim of this note is to introduce a notion of dynamical entropy, which we call infinite-product entropy, for probability measures on (countable) infinite cartesian product of any measurable space with itself. The idea behind the…

Probability · Mathematics 2024-10-29 Maysam Maysami Sadr , Mina Shahrestani , Danial Bouzarjomehri Amnieh

We introduce a unified framework for analyzing Markov dynamics by linking nonequilibrium thermodynamics with information geometry. Using the symmetrized Kullback-Leibler divergence, we reveal an intrinsic Minkowski structure in the…

Statistical Mechanics · Physics 2025-05-08 David Andrieux

We prove a Donsker and a Glivenko--Cantelli theorem for sequences of random discrete measures generalizing empirical measures. Those two results hold under standard conditions upon bracketing numbers of the indexing class of functions. As a…

Statistics Theory · Mathematics 2016-09-27 Davit Varron

The entropy of an ergodic finite-alphabet process can be computed from a single typical sample path x_1^n using the entropy of the k-block empirical probability and letting k grow with $n$ roughly like log n. We further assume that the…

Probability · Mathematics 2009-11-10 J. -R. Chazottes , D. Gabrielli

We study the dynamics of the attractor of the doubling map with an asymmetrical hole by associating to each hole an element of the lexicographic world. A description of the topological entropy function is given. We show that the set of…

Dynamical Systems · Mathematics 2016-08-08 Rafael Alcaraz Barrera

We introduce a new notion of local inverse metric entropy along backward trajectories for ergodic measures preserved by endomorphisms (non-invertible maps) on a compact metric space. A second notion of inverse measure entropy is defined by…

Dynamical Systems · Mathematics 2025-03-11 Eugen Mihailescu , Radu B. Munteanu

The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…

Dynamical Systems · Mathematics 2016-10-26 Alexander I. Bufetov

A scheme suggested in the literature to determine the symmetry-imposed shape of linear response tensors is revised and extended to allow for the treatment of more complex situations. The extended scheme is applied to discuss the shape of…

Materials Science · Physics 2015-10-28 Marten Seemann , Diemo Ködderitzsch , Sebastian Wimmer , Hubert Ebert

In the paper we throw the first light on studying systematically the local entropy theory for a countable discrete amenable group action. For such an action, we introduce entropy tuples in both topological and measure-theoretic settings and…

Dynamical Systems · Mathematics 2011-07-06 Wen Huang , Xiangdong Ye , Guohua Zhang

In this paper, we present libDirectional, a MATLAB library for directional statistics and directional estimation. It supports a variety of commonly used distributions on the unit circle, such as the von Mises, wrapped normal, and wrapped…

The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…

Probability · Mathematics 2014-07-18 Tomoyuki Ichiba , Ioannis Karatzas

This paper deals with projective shape analysis, which is a study of finite configurations of points modulo projective transformations. The topic has various applications in machine vision. We introduce a convenient projective shape space,…

Statistics Theory · Mathematics 2007-06-13 Kanti V. Mardia , Vic Patrangenaru

This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…

Optimization and Control · Mathematics 2018-09-11 George I. Boutselis , Marcus Pereira , Evangelos A. Theodorou

We introduce amorphic complexity as a new topological invariant that measures the complexity of dynamical systems in the regime of zero entropy. Its main purpose is to detect the very onset of disorder in the asymptotic behaviour. For…

Dynamical Systems · Mathematics 2016-02-17 G. Fuhrmann , M. Gröger , T. Jäger

For endomorphisms of projective varieties, we prove that the arithmetic degree of a point with Zariski dense orbit must be a cohomological Lyapunov multiplier of the dynamical system. We will apply our result to deduce a corollary towards…

Dynamical Systems · Mathematics 2025-07-24 Jiarui Song , Junyi Xie , She Yang