Related papers: On the specific relative entropy between martingal…
Relating thermodynamic and kinetic properties is a conceptual challenge with many practical benefits. Here, based on first principles, we derive a rigorous inequality relating the entropy and the dynamic propagator of particle…
This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…
The chaotic scattering theory is here extended to obtain escape-rate expressions for the transport coefficients appropriate for a simple classical fluid, or for a chemically reacting system. This theory allows various transport coefficients…
Entropic uncertainty relations for the position and momentum within the generalized uncertainty principle are examined. Studies of this principle are motivated by the existence of a minimal observable length. Then the position and momentum…
Using the methods originally developed for Random Matrix Theory we derive an exact mathematical formula for number variance (introduced in [4]) describing a rigidity of particle ensembles with power-law repulsion. The resulting relation is…
Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…
Large deviation theory (LDT) provides a mathematical framework to quantify the probabilities of rare events in stochastic systems. In this study, we applied LDT to model a chemical reaction system and demonstrated that the fluctuation…
We show how to determine the maximum and minimum possible values of one measure of entropy for a given value of another measure of entropy. These maximum and minimum values are obtained for two standard forms of probability distribution (or…
We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random variables by Maxwell and Woodroofe. Our approach is based on new results for…
The aim of this work is to analyze the entropy, entropy flux and entropy supply rate of granular fluids within the frameworks of the Boltzmann equation and continuum thermodynamics. It is shown that the entropy inequality for a granular gas…
We study Linear Response Theory and Entropic Fluctuations of finite dimensional non-equilibrium repeated interaction systems (RIS). More precisely, in a situation where the temperatures of the probes can take a finite number of different…
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…
In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…
The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
Gaussian distribution of a quantum state with continuous spectrum is known to maximize the Shannon entropy at a fixed variance. Applying it to a pair of canonically conjugate quantum observables $\hat x$ and $\hat p$, quantum entropic…
R\'enyi divergence is related to R\'enyi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as…
The classical Density Functional Theory (DFT) is introduced as an application of entropic inference for inhomogeneous fluids at thermal equilibrium. It is shown that entropic inference reproduces the variational principle of DFT when…
We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…
In this paper, we investigate and compare two well-developed definitions of entropy relevant for describing the dynamics of isolated quantum systems: bipartite entanglement entropy and observational entropy. In a model system of interacting…