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We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

Solid-state spin arrays are being engineered in varied systems, including gated coupled quantum dots and interacting dopants in semiconductor structures. Beyond quantum computation, these arrays are useful integrated analog simulators for…

Strongly Correlated Electrons · Physics 2017-01-17 Leonardo Banchi , Abolfazl Bayat , Sougato Bose

An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…

Statistical Mechanics · Physics 2007-05-23 Constantino Tsallis

In this paper we carry out an information-theoretic analysis of the $D$-dimensional rigid rotator by studying the entropy and complexity measures of its wavefunctions, which are controlled by the hyperspherical harmonics. These measures…

Quantum Physics · Physics 2015-03-18 J. S. Dehesa , A. Guerrero , P. Sánchez-Moreno

We study entropy-bounded computational geometry, that is, geometric algorithms whose running times depend on a given measure of the input entropy. Specifically, we introduce a measure that we call range-partition entropy, which unifies and…

Computational Geometry · Computer Science 2025-08-29 David Eppstein , Michael T. Goodrich , Abraham M. Illickan , Claire A. To

We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.'s…

Statistics Theory · Mathematics 2010-12-10 Samer A. Abdallah , Mark D. Plumbley

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

Statistical Mechanics · Physics 2017-03-06 J. Ricardo Arias-Gonzalez

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Xiaofeng Liu , Aimin Jiang , Ning Xu , Jianru Xue

Recent theoretical studies of statistical mechanical properties of systems with long range interactions are briefly reviewed. In these systems the interaction potential decays with a rate slower than 1/r^d at large distances r in d…

Statistical Mechanics · Physics 2009-11-13 David Mukamel

We propose a measure of learning efficiency for non-finite state spaces. We characterize the complexity of a learning problem by the metric entropy of its state space. We then describe how learning efficiency is determined by this measure…

Theoretical Economics · Economics 2024-08-28 Martin W Cripps

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

We present a problem relating measurements and information theory in spin foam models. In the three dimensional case of quantum gravity we can compute probabilities of spin network graphs and study the behaviour of the Shannon entropy…

General Relativity and Quantum Cosmology · Physics 2015-06-05 J. Manuel Garcia-Islas

We show that two chosen ensembles of spin states, which are differently prepared but are described by the same density matrix in quantum mechanics, do not fully share the same measurable characteristics. One characteristic on which they…

Quantum Physics · Physics 2011-09-01 Filippo Fratini , Armen G. Hayrapetyan

The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…

Methodology · Statistics 2017-03-20 Linda Altieri , Daniela Cocchi , Giulia Roli

Decision procedures aggregating the preferences of multiple agents can produce cycles and hence outcomes which have been described heuristically as `chaotic'. We make this description precise by constructing an explicit dynamical system…

Statistical Mechanics · Physics 2009-10-31 David A. Meyer , Thad A. Brown

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…

Statistical Mechanics · Physics 2015-05-13 Christian Beck

We explore the relationship between a machine-learned structural quantity (softness) and excess entropy in simulations of supercooled liquids. Excess entropy is known to scale well the dynamical properties of liquids, but this…

Soft Condensed Matter · Physics 2023-06-07 Ian R. Graham , Paulo E. Arratia , Robert A. Riggleman