Related papers: Entropy of Sharp Restart
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
Proper management of resources whose arrival and consumption are subject to environmental randomness is an intrinsic process in both natural and artificial systems. This phenomenon can be modeled as a queuing process whose arrival…
In this paper, it is shown that if a sequence of resistance metric spaces equipped with measures converges with respect to the local Gromov-Hausdorff-vague topology, and certain non-explosion and metric-entropy conditions are satisfied,…
In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…
We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…
The aim of the present paper is to present a careful and accessible discussion of the formal aspects of Boltzmann-Gibbs and Tsallis entropies. We begin with a brief overview of Boltzmann-Gibbs entropy, highlighting its main properties and…
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…
The strategy of stochastic resetting is known to expedite the first passage to a target, in diffusive systems. Consequently, the mean first passage time is minimized at an optimal resetting parameter. With Poisson resetting, vanishing…
Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…
We review the behaviour of the Gibbs' and conditional entropies in deterministic and stochastic systems and continue to a formulation appropriate for a stochastically perturbed system with delayed dynamics. The underlying question driving…
Attributed event sequences are commonly encountered in practice. A recent research line focuses on incorporating neural networks with the statistical model -- marked point processes, which is the conventional tool for dealing with…
In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…
We describe the statistics of repetition times of a string of symbols in a stochastic process. Denote by T(A) the time elapsed until the process spells the finite string A and by S(A) the number of consecutive repetitions of A. We prove…
We study the classic problem of minimizing the expected total completion time of jobs on $m$ identical machines in the setting where the sizes of the jobs are stochastic. Specifically, the size of each job is a random variable whose…
We consider several low--dimensional chaotic maps started in far-from-equilibrium initial conditions and we study the process of relaxation to equilibrium. In the case of conservative maps the Boltzmann-Gibbs entropy S(t) increases linearly…
The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing…
Recurrence entropy $(\cal S)$ is a novel time series complexity quantifier based on recurrence microstates. Here we show that $\mathsf{max}(\cal S)$ is a \textit{parameter-free} quantifier of time correlation of stochastic and chaotic…
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…
We propose a universal framework to compute record age statistics of a stochastic time-series that undergoes random restarts. The proposed framework makes minimal assumptions on the underlying process and is furthermore suited to treat…
First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…