Related papers: On the time evolution of the entropic index
Extensions to various information theoretic quantities used for nonlinear time series analysis are discussed, as well as their relationship to the generalized correlation integral. It is shown that calculating redundancies from the…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
We describe a simple and accurate framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the formalism of Tsallis' generalized non-extensive thermostatistics.…
We propose to use the effect of measurements instead of their number to study the time evolution of quantum systems under monitoring. This time redefinition acts like a microscope which blows up the inner details of seemingly instantaneous…
In the past several years, observational entropy has been developed as both a (time-dependent) quantum generalization of Boltzmann entropy, and as a rather general framework to encompass classical and quantum equilibrium and non-equilibrium…
Quantum mechanics is derived as an application of the method of maximum entropy. No appeal is made to any underlying classical action principle whether deterministic or stochastic. Instead, the basic assumption is that in addition to the…
We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…
Entropy, and its temporal evolution, play a central role in the foundations of quantum theory and in modern quantum technologies. Here we study, in particular, the relations between the --- in general, non-Markovian --- evolution of an open…
Within Tsallis' nonextensive statistics, a model is elaborated to address self-similar time series as a thermodynamic system. Thermodynamic-type characteristics relevant to temperature, pressure, entropy, internal and free energies are…
We revisit the derivation of a formula for the $q$-generalised multinomial coefficient rooted in the $q$-deformed algebra, a foundational framework in the study of nonextensive statistics. Previous approximate expressions in the literature…
In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional…
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…
In this paper, inspired by Tsallis' probability distribution based on a $q$-deformed Boltzmann factor, we stipulate a new $q$-deformed quantum dynamics by applying the inverse Wick rotation $ \beta \rightarrow i t$ to the Tsallis-deformed…
We review the derivation of quantum theory as an application of entropic methods of inference. The new contribution in this paper is a streamlined derivation of the Schr\"odinger equation based on a different choice of microstates and…
A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' $S$ defined in the natural time-domain [Phys. Rev. E {\bf 68}, 031106, 2003]. This entropy is not a static one as, for example, the Shannon…
Numerical estimates of the Kolmogorov-Sinai entropy based on a finite amount of data decay towards zero in the relevant limits. Rewriting differences of block entropies as averages over decay rates, and ignoring all parts of the sample…
Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…
We present details on a physical realization, in a many-body Hamiltonian system, of the abstract probabilistic structure recently exhibited by Gell-Mann, Sato and one of us (C.T.), that the nonadditive entropy $S_q=k [1- Tr…
For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…
Recently, Suyari has proposed a generalization of Shannon-Khinchin axioms, which determines a class of entropies containing the well-known Tsalis and Havrda-Charvat entropies [H. Suyari, IEEE Trans. Inf. Theory, vol. 50, pp. 1783-1787, Aug.…