Related papers: The LZ78 Source
The idea of a parsing of a stationary process according to a collection of words is introduced, and the basic framework required for the asymptotic analysis of these parsings is presented. We demonstrate how the pointwise ergodic theorem…
We focus our attention on dynamical processes characterized by an entropic index Q<1. According to the probabilistic arguments of Tsallis and Bukman [C.Tsallis, D.J. Bukman, Phys. Rev. E 54,R2197 (1996)] these processes are subdiffusional…
Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…
In the online prediction framework, we use generalized entropy of to study the loss rate of predictors when outcomes are drawn according to stationary ergodic distributions over the binary alphabet. We show that the notion of generalized…
The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…
The outcomes of projective measurements on a quantum many-body system in a chosen basis are inherently probabilistic. The Shannon entropy of this probability distribution (the "diagonal entropy") often reveals universal features, such as…
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…
We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
The information on a quantum process acquired through measurements plays a crucial role in the determination of its non-equilibrium thermodynamic properties. We report on the experimental inference of the stochastic entropy production rate…
These are lecture notes for a mini-course given at the Cornell Probability Summer School in July 2013. Topics include lozenge tilings of polygons and their representation theoretic interpretation, the (q,t)-deformation of those leading to…
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standard Brownian motion and plays an important role in the study…
We study the evolution of the probability density of ensembles of iterates of the logistic map that advance towards and finally remain at attractors of representative dynamical regimes. We consider the mirror families of superstable…
Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…
We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…
Integrable probability has emerged as an active area of research at the interface of probability/mathematical physics/statistical mechanics on the one hand, and representation theory/integrable systems on the other. Informally, integrable…
This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with…
Product probability property, known in the literature as statistical independence, is examined first. Then generalized entropies are introduced, all of which give generalizations to Shannon entropy. It is shown that the nature of the…
We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…
Stochastic systems that undergo random restarts to their initial state have been widely investigated in recent years, both theoretically and in experiments. Oftentimes, however, resetting to a fixed state is impossible due to thermal noise…