Related papers: Entropy methods in random motion
Different quantities that go by the name of entropy are used in variational principles to infer probability distributions from limited data. Shore and Johnson showed that maximizing the Boltzmann- Gibbs form of the entropy ensures that…
A large class of technically non-chaotic systems, involving scatterings of light particles by flat surfaces with sharp boundaries, is nonetheless characterized by complex random looking motion in phase space. For these systems one may…
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…
The paper is concerned with the development of Lyapunov methods for the analysis of equilibrium stability in a dynamical system on the space of probability measures driven by a non-local continuity equation. We derive sufficient conditions…
We develop an entropy based framework for analyzing symmetry breaking in dynamical systems. Information transfer, which measures the directional exchange of entropy between observables, provides a quantitative early indicator of symmetry…
A generalized Kullback-Leibler relative entropy is introduced starting with the symmetric Jackson derivative of the generalized overlap between two probability distributions. The generalization retains much of the structure possessed by the…
The thermodynamic approach to non-equilibrium dynamics describes the state of macroscopic systems by means of a collection of intensities or intensive variables. The latter are by definition the differentials of the entropy with respect to…
The Boltzmann-Gibbs celebrated entropy $S_{BG}=-k\sum_ip_i \ln p_i$ is {\it concave} (with regard to all probability distributions $\{p_i\}$) and {\it stable} (under arbitrarily small deformations of any given probability distribution). It…
In this research paper, it is proved that an approximation to Gibbs-Shannon entropy measure naturally leads to Tsallis entropy for the real parameter q =2 . Several interesting measures based on the input as well as output of a discrete…
We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…
The notion of typicality in statistical mechanics is essential to characterize a macroscopic system. An overwhelming majority of the pure state looks almost identical if we neglect macroscopic non-local correlations, suggesting that thermal…
The aim of the present paper is to present a careful and accessible discussion of the formal aspects of Boltzmann-Gibbs and Tsallis entropies. We begin with a brief overview of Boltzmann-Gibbs entropy, highlighting its main properties and…
In order to study as a whole a wide part of entropy measures, we introduce a two-parameter non-extensive entropic form with respect to the $h$-derivative, which generalizes the conventional Newton--Leibniz calculus. This new entropy,…
The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…
In this paper, we investigate and compare two well-developed definitions of entropy relevant for describing the dynamics of isolated quantum systems: bipartite entanglement entropy and observational entropy. In a model system of interacting…
We discuss the finite sample theoretical properties of online predictions in non-stationary time series under model misspecification. To analyze the theoretical predictive properties of statistical methods under this setting, we first…
Gibbs measures are the main object of study in equilibrium statistical mechanics, and are used in many other contexts, including dynamical systems and ergodic theory, and spatial statistics. However, in a large number of natural instances…
The Widom-Rowlinson model is an equilibrium model for point particles in Euclidean space. It has a repulsive interaction between particles of different colors, and shows a phase-transition at high intensity. Natural versions of the model…
With a view to connecting random mutation on the molecular level to punctuated equilibrium behavior on the phenotype level, we propose a new model for biological evolution, which incorporates random mutation and natural selection. In this…
Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…