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Entropy metrics are nonlinear measures to quantify the complexity of time series. Among them, permutation entropy is a common metric due to its robustness and fast computation. Multivariate entropy metrics techniques are needed to analyse…

Combinatorics · Mathematics 2022-03-02 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

Let $\beta >1$ be a non-integer. We consider expansions of the form $\sum_{i=1}^{\infty} d_i \beta^{-i}$, where the digits $(d_i)_{i \geq 1}$ are generated by means of a Borel map $K_{\beta}$ defined on $\{0,1\}^{\N}\times [ 0, \lfloor…

Dynamical Systems · Mathematics 2007-05-23 K. Dajani , M. de Vries

In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum…

Mathematical Physics · Physics 2009-11-13 Cristian Giardina , Jorge Kurchan , Frank Redig , Kiamars Vafayi

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

By using a thermal Finite Energy QCD Sum Rule, we are able to establish the temperature dependence of the $g_{\omega \rho \pi}(T)$ strong coupling. It turns out that this coupling decreases as a function of temperature, vanishing at the…

High Energy Physics - Phenomenology · Physics 2009-10-31 C. A. Dominguez , M. Loewe

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…

Probability · Mathematics 2025-12-30 René L. Schilling , Jian Wang , Bingyao Wu , Jie-Xiang Zhu

We consider one dimensional weakly asymmetric boundary driven models of heat conduction. In the cases of a constant diffusion coefficient and of a quadratic mobility we compute the quasi-potential that is a non local functional obtained by…

Statistical Mechanics · Physics 2017-08-01 Leonardo De Carlo , Davide Gabrielli

We consider a gas of N particles with a general two-body interaction and confined by an external potential in the mean field or high temperature regime, that is when the inverse temperature satisfies $\beta N \to \kappa \ge 0$ as…

Probability · Mathematics 2019-12-24 Gaultier Lambert

A recent result presented the expansion for the entropy rate of a Hidden Markov Process (HMP) as a power series in the noise variable $\eps$. The coefficients of the expansion around the noiseless ($\eps = 0$) limit were calculated up to…

Information Theory · Computer Science 2009-11-11 Or Zuk , Eytan Domany , Ido Kanter , Michael Aizenman

We study three Markov processes on infinite, unrooted, regular trees: the stochastic Ising model (also known as the Glauber heat bath dynamics of the Ising model), a majority voter dynamic, and a coalescing particle model. In each of the…

Probability · Mathematics 2024-05-20 Piet Lammers , Fabio Toninelli

Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar\'e (and more…

Probability · Mathematics 2015-09-14 Pierre Monmarché

In [6], a constraint on invariant measures of bi-permutative cellular automata has been observed: fixed values at the positive indices determine almost-surely a uniform conditional probability on the subset of values of positive conditional…

Dynamical Systems · Mathematics 2026-05-28 Matan Tal

We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

Probability · Mathematics 2019-04-09 Inés Armendáriz , Pablo A. Ferrari , Nicolás Frevenza

We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…

Probability · Mathematics 2020-02-04 Michele Aleandri , Matteo Colangeli , Davide Gabrielli

Hidden Markov Processes (HMP) is one of the basic tools of the modern probabilistic modeling. The characterization of their entropy remains however an open problem. Here the entropy of HMP is calculated via the cycle expansion of the…

Information Theory · Computer Science 2009-11-13 Armen E. Allahverdyan

One dimensional intermittent maps with stretched exponential separation of nearby trajectories are considered. When time goes infinity the standard Lyapunov exponent is zero. We investigate the distribution of $\lambda_{\alpha}=…

Chaotic Dynamics · Physics 2015-05-19 Nickolay Korabel , Eli Barkai

The thermal equilibrium distribution over quantum-mechanical wave functions is a so-called Gaussian adjusted projected (GAP) measure, $GAP(\rho_\beta)$, for a thermal density operator $\rho_\beta$ at inverse temperature $\beta$. More…

Mathematical Physics · Physics 2022-07-06 Roderich Tumulka

We introduce an entropy analysis of time series, repeated measurements of statistical observables, based on an Eulerian homogeneous degree-one entropy function $\Phi(t,n)$ of time $t$ and number of events $n$. The duality of $\Phi$, in…

Statistical Mechanics · Physics 2021-09-28 Hong Qian

We present mathematical details of the construction of a topological invariant for periodically driven two-dimensional lattice systems with time-reversal symmetry and quasienergy gaps, which was proposed recently by some of us. The…

Mesoscale and Nanoscale Physics · Physics 2015-05-25 David Carpentier , Pierre Delplace , Michel Fruchart , Krzysztof Gawędzki , Clément Tauber

We analyze the topological $\mathbb{Z}_2$ invariant, which characterizes time reversal invariant topological insulators, in the framework of index theory and K-theory. The topological $\mathbb{Z}_2$ invariant counts the parity of…

Mathematical Physics · Physics 2018-10-30 Ralph M. Kaufmann , Dan Li , Birgit Wehefritz-Kaufmann