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We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…

Probability · Mathematics 2024-08-07 Noé Cuneo , Renaud Raquépas

Time-delay systems are, in many ways, a natural set of dynamical systems for natural scientists to study because they form an interface between abstract mathematics and data. However, they are complicated because past states must be…

Chaotic Dynamics · Physics 2007-10-16 D. J. Albers , Fatihcan M. Atay

Measuring the complexity of high-dimensional data in physical systems becomes a critical factor in determining the information and quality of the systems. However, traditional metrics, such as Lyapunov exponent, fractal dimension, and…

Physics and Society · Physics 2026-03-03 Seong-Gyun Im , Taewoo Kang , S. Joon Kwon

Understanding the statistics of ocean geostrophic turbulence is of utmost importance in understanding its interactions with the global ocean circulation and the climate system as a whole. Here, a study of eddy-mixing entropy in a…

Fluid Dynamics · Physics 2017-02-28 Tomos W. David , Laure Zanna , David P. Marshall

The fractional order generalization of Shannon entropy proposed by Ubriaco has been studied for discrete distributions. In the current paper, we conduct a detailed study of the continuous analogue of this entropy termed as fractional…

Statistics Theory · Mathematics 2025-07-04 Poulami Paul , Chancal Kundu

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

Information Theory · Computer Science 2022-12-27 Doron Cohen , Aryeh Kontorovich , Aaron Koolyk , Geoffrey Wolfer

The postulates of thermodynamics were originally formulated for macroscopic systems. They lead to the definition of the entropy, which, for a homogeneous system, is a homogeneous function of order one in the extensive variables and is…

Statistical Mechanics · Physics 2018-11-14 Dragos-Victor Anghel , Alexandru S. Parvan

We show that the natural scaling of measurement for a particular problem defines the most likely probability distribution of observations taken from that measurement scale. Our approach extends the method of maximum entropy to use…

Quantitative Methods · Quantitative Biology 2010-03-02 Steven A. Frank , D. Eric Smith

We consider a measure $\psi$ k of dispersion which extends the notion of Wilk's generalised variance, or entropy, for a d-dimensional distribution, and is based on the mean squared volume of simplices of dimension k $\le$ d formed by k + 1…

Statistics Theory · Mathematics 2015-06-29 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer

We study Poincar\'e recurrence from a purely geometrical viewpoint. We prove that the metric entropy is given by the exponential growth rate of return times to dynamical balls. This is the geometrical counterpart of Ornstein-Weiss theorem.…

Dynamical Systems · Mathematics 2015-05-13 Paulo Varandas

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

We propose a method to associate a differentiable Riemannian manifold to a generic many degrees of freedom discrete system which is not described by a Hamiltonian function. Then, in analogy with classical Statistical Mechanics, we introduce…

Mathematical Physics · Physics 2015-10-08 Roberto Franzosi , Domenico Felice , Stefano Mancini , Marco Pettini

Current research in statistical mechanics mostly concerns the investigation of out-of-equilibrium, irreversible processes, which are ubiquitous in nature and still far from being theoretically understood. Even the precise characterization…

The paper deals with the generalization of both Boltzmann entropy and distribution in the light of most-probable interpretation of statistical equilibrium. The statistical analysis of the generalized entropy and distribution leads to some…

Quantum Physics · Physics 2009-11-13 C. G. Chakrabarti , Indranil Chakrabarty

The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…

Statistical Mechanics · Physics 2009-11-11 Sumiyoshi Abe , Yutaka Nakada

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

The reasons for introducing the concept of the entrostat in statistical physics are examined. The introduction of the concept of the entrostat has allowed to show the possibility of self-organization in open systems within the understanding…

General Physics · Physics 2011-03-08 Viktor I. Shapovalov

Quantum many-body states that frequently appear in physics often obey an entropy scaling law, meaning that an entanglement entropy of a subsystem can be expressed as a sum of terms that scale linearly with its volume and area, plus a…

Quantum Physics · Physics 2021-05-26 Isaac H. Kim
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