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We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized…

Probability · Mathematics 2011-11-10 Emmanuel Roy

Nonequilibrium phase transitions can be typified in a similar way to equilibrium systems, for instance, by the use of the order parameter. However, this characterization hides the irreversible character of the dynamics as well as its…

Statistical Mechanics · Physics 2019-07-10 C. E. Fernández Noa , Pedro E. Harunari , M. J. de Oliveira , C. E. Fiore

We study the entropy production of Gibbs (equilibrium) measures for chaotic dynamical systems with folding of the phase space. The dynamical chaotic model is that generated by a hyperbolic non-invertible map $f$ on a general basic (possibly…

Dynamical Systems · Mathematics 2011-04-14 Eugen Mihailescu

We study limit laws for return time processes defined on infinite conservative ergodic measure preserving dynamical systems. Especially for the critical cases with purely atomic limiting distribution we derive distorted processes posessing…

Dynamical Systems · Mathematics 2007-06-20 Marc Kesseböhmer , Mehdi Slassi

Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…

Quantum Physics · Physics 2018-03-13 Paul Boes , Henrik Wilming , Jens Eisert , Rodrigo Gallego

We consider shift spaces in which elements of the alphabet may overlap nontransitively. We define a notion of entropy for such spaces, give several techniques for computing lower bounds for it, and show that it is equal to a limit of…

Dynamical Systems · Mathematics 2010-11-16 Fabio Drucker , David Richeson , Jim Wiseman

Heap monoids equipped with Bernoulli measures are a model of probabilistic asynchronous systems. We introduce in this framework the notion of asynchronous stopping time, which is analogous to the notion of stopping time for classical…

Combinatorics · Mathematics 2015-05-21 Samy Abbes

We present a new method of analysis of measure-preserving dynamical systems, based on frequency analysis and ergodic theory, which extends our earlier work [1]. Our method employs the novel concept of harmonic time average [2], and is…

Chaotic Dynamics · Physics 2014-07-29 Zoran Levnajić , Igor Mezić

The log-periodic equation for the entropy $S = - (k/a) \sum_{i=1}^{N} p_{i} \sin(a \ln p_{i})$, based on the forgotten Sharma-Taneja entropy measure, is studied for the first time with $N$ the total number of system states and $p_{i}$ the…

Data Analysis, Statistics and Probability · Physics 2014-01-21 E. Canessa

Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…

Statistical Mechanics · Physics 2022-12-06 Eden Nitzan , Aishani Ghosal , Gili Bisker

A general upper bound for topological entropy of switched nonlinear systems is constructed, using an asymptotic average of upper limits of the matrix measures of Jacobian matrices of strongly persistent individual modes, weighted by their…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Guosong Yang , Daniel Liberzon , João P. Hespanha

In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…

Statistical Mechanics · Physics 2018-03-14 Hyun-Myung Chun , Jae Dong Noh

In view of the recent quest for well-behaved nonlinear extensions of the traditional Schroedinger-von Neumann unitary dynamics that could provide fundamental explanations of recent experimental evidence of loss of quantum coherence at the…

Quantum Physics · Physics 2010-11-13 Gian-Paolo Beretta

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

In this article we investigate the properties of Bernstein processes generated by infinite hierarchies of forward-backward systems of decoupled linear deterministic parabolic partial differential equations defined in Rd, where d is…

Probability · Mathematics 2018-02-21 Pierre-A. Vuillermot , Jean-C. Zambrini

Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…

Probability · Mathematics 2018-01-09 Huijie Qiao , Jinqiao Duan

This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by…

Statistics Theory · Mathematics 2022-02-15 Junhyung Park , Krikamol Muandet

We consider a one-dimensional persisent random walk viewed as a deterministic process with a form of time reversal symmetry. Particle reservoirs placed at both ends of the system induce a density current which drives the system out of…

Chaotic Dynamics · Physics 2009-10-31 T. Gilbert , J. R. Dorfman

A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…

Plasma Physics · Physics 2018-01-17 Audun Theodorsen , Odd Erik Garcia

We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability…

Dynamical Systems · Mathematics 2009-09-29 Jerome Buzzi