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In this second part, we analyze the dissipation properties of Generalized Poisson-Kac (GPK) processes, considering the decay of suitable $L^2$-norms and the definition of entropy functions. In both cases, consistent energy dissipation and…

Statistical Mechanics · Physics 2017-08-02 Massimiliano Giona , Antonio Brasiello , Silvestro Crescitelli

In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…

Probability · Mathematics 2008-12-16 Sophie Dede

We develop a pseudo-metric analogue of bisimulation for generalized semi-Markov processes. The kernel of this pseudo-metric corresponds to bisimulation; thus we have extended bisimulation for continuous-time probabilistic processes to a…

Logic in Computer Science · Computer Science 2017-01-11 Vineet Gupta , Radha Jagadeesan , Prakash Panangaden

We study the entanglement entropy of random partitions in one- and two-dimensional critical fermionic systems. In an infinite system we consider a finite, connected (hypercubic) domain of linear extent $L$, the points of which with…

Disordered Systems and Neural Networks · Physics 2022-02-18 Gergö Roósz , István A. Kovács , Ferenc Iglói

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

The generative nature of Large Language Models (LLMs) is reflected in the conditional probabilities they compute to sample each response token given the previous tokens. These probabilities encode the distributional structure that the model…

Computation and Language · Computer Science 2026-05-22 Shilpika Shilpika , Carlo Graziani , Bethany Lusch , Venkatram Vishwanath , Michael E. Papka

The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…

Quantum Physics · Physics 2022-07-08 Ramis Movassagh , Jeffrey Schenker

Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…

Statistical Mechanics · Physics 2015-06-05 O. Obregón , A. Gil-Villegas

We study the Shannon entropy of the probability distribution resulting from the ground-state wave function of a one-dimensional quantum model. This entropy is related to the entanglement entropy of a Rokhsar-Kivelson-type wave function…

Strongly Correlated Electrons · Physics 2009-11-25 Jean-Marie Stéphan , Shunsuke Furukawa , Grégoire Misguich , Vincent Pasquier

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

Probability · Mathematics 2014-12-25 Nicolas Champagnat , Denis Villemonais

Four estimators of the directed information rate between a pair of jointly stationary ergodic finite-alphabet processes are proposed, based on universal probability assignments. The first one is a Shannon--McMillan--Breiman type estimator,…

Information Theory · Computer Science 2016-11-15 Jiantao Jiao , Haim H. Permuter , Lei Zhao , Young-Han Kim , Tsachy Weissman

We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. We first show that…

Probability · Mathematics 2018-04-06 Jie Shen , Yi Shen , Ruodu Wang

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

Probability · Mathematics 2014-09-26 Herold Dehling , Olivier Durieu , Marco Tusche

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

This report presents some fundamental mathematical results towards elucidating the information-geometric underpinnings of evolutionary modelling schemes for (quasi-)stationary discrete stochastic processes. The model class under…

Probability · Mathematics 2018-07-26 Leonardo Aguirre

Asymptotically entropy of chaotic systems increases linearly and the sensitivity to initial conditions is exponential with time: these two behaviors are related. Such relationship is the analogous of and under specific conditions has been…

Statistical Mechanics · Physics 2011-01-04 Roberto Tonelli , Giuseppe Mezzorani , Franco Meloni , Marcello Lissia , Massimo Coraddu

A consistent generalization of statistical mechanics is obtained by applying the maximum entropy principle to a trace-form entropy and by requiring that physically motivated mathematical properties are preserved. The emerging…

Statistical Mechanics · Physics 2009-11-10 G. Kaniadakis , M. Lissia , A. M. Scarfone

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

Motivated by earlier results on universal randomized guessing, we consider an individual-sequence approach to the guessing problem: in this setting, the goal is to guess a secret, individual (deterministic) vector $x^n=(x_1,\ldots,x_n)$, by…

Information Theory · Computer Science 2019-06-27 Neri Merhav