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The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

Statistical Mechanics · Physics 2009-11-11 E. V. Vakarin , J. P. Badiali

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

After the justification of the maximum entropy principle for equilibrium mechanical system from the principle of virtual work, i.e., the virtual work of microscopic forces on the elements of a mechanical system vanishes in thermodynamic…

Statistical Mechanics · Physics 2007-12-09 Qiuping A. Wang

The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk…

Statistical Finance · Quantitative Finance 2013-10-31 Rosario Bartiromo

Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Jianyu Hu

Entropic dynamics, a program that aims at deriving the laws of physics from standard probabilistic and entropic rules for processing information, is developed further. We calculate the probability for an arbitrary path followed by a system…

Classical Physics · Physics 2016-09-08 Ariel Caticha

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Statistical Mechanics · Physics 2023-12-08 Ying-Jen Yang , Hong Qian

The principle of maximum irreversible is proved to be a consequence of a stochastic order of the paths inside the phase space; indeed, the system evolves on the greatest path in the stochastic order. The result obtained is that, at the…

Mathematical Physics · Physics 2011-01-10 Umberto Lucia

We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…

Properties of networks are often characterized in terms of features such as node degree distributions, average path lengths, diameters, or clustering coefficients. Here, we study shortest path length distributions. On the one hand, average…

Social and Information Networks · Computer Science 2015-01-20 Christian Bauckhage , Kristian Kersting , Fabian Hadiji

A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…

Statistical Mechanics · Physics 2020-10-16 Qiuping A. Wang , Aziz El Kaabouchi

First-order nonequilibrium phase transitions observed in active matter, fluid dynamics, biology, climate science, and other systems with irreversible dynamics are challenging to analyze because they cannot be inferred from a simple free…

Statistical Mechanics · Physics 2022-06-06 Ruben Zakine , Eric Vanden-Eijnden

Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…

Statistical Mechanics · Physics 2015-07-20 Jorge Fernandez-de-Cossio , Jorge Fernandez-de-Cossio Diaz

I explore the possibility that the laws of physics might be laws of inference rather than laws of nature. What sort of dynamics can one derive from well-established rules of inference? Specifically, I ask: Given relevant information…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Ariel Caticha

Fluctuations play an important role in the dynamics of stochastic systems. In particular, for small systems, the most probable thermodynamic quantities differ from their averages because of the fluctuations. Using the Onsager Machlup…

Statistical Mechanics · Physics 2025-06-16 Sandipan Dutta

Jaynes' information theory formalism of statistical mechanics is applied to the stationary states of open, non-equilibrium systems. The key result is the construction of the probability distribution for the underlying microscopic phase…

Statistical Mechanics · Physics 2009-10-31 Roderick C. Dewar

Biomolecules stochastically occupy different possible configurations with probabilities given by non-equilibrium steady-state distributions. These distributions are determined by the transition rate constants between different…

Biological Physics · Physics 2024-07-19 Easun Arunachalam , Milo M. Lin

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Ting Gao , Jinqiao Duan , Xiaoli Chen

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi