Related papers: The Entropy of a Binary Hidden Markov Process
The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing…
The concept of entanglement entropy appears in multiple contexts, from black hole physics to quantum information theory, where it measures the entanglement of quantum states. We investigate the entanglement entropy in a simple model, the…
We investigate the mixed spin-$(s,\tfrac12)$ Ising model on a Cayley tree of order three ($k=3$), extending the approach of \cite{Akin2024}. For the representative case $s=5$, the associated recursion leads to an 11-dimensional dynamical…
The sparsity and compressibility of finite-dimensional signals are of great interest in fields such as compressed sensing. The notion of compressibility is also extended to infinite sequences of i.i.d. or ergodic random variables based on…
We consider sensor scheduling as the optimal observability problem for partially observable Markov decision processes (POMDP). This model fits to the cases where a Markov process is observed by a single sensor which needs to be dynamically…
The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…
We investigate the effects of noise reinforcement on a Bessel process of dimension $d\in(0,2)$, and more specifically on the asymptotic behavior of its additive functionals. This leads us to introduce a local time process and its inverse.…
We consider the superconformal quantum mechanics associated to BPS black holes in type IIB Calabi-Yau compactifications. This quantum mechanics describes the dynamics of D-branes in the near-horizon attractor geometry of the black hole. In…
In this paper we calculate the entropy production of a relativistic binary mixture of inert dilute gases using kinetic theory. For this purpose we use the covariant form of Boltzmann's equation which, when suitably transformed, yields a…
In this paper, we present a methodology to estimate the parameters of stochastically contaminated models under two contamination regimes. In both regimes, we assume that the original process is a variable length Markov chain that is…
We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy…
Maximization of an expensive, unimodal function under random observations has been an important problem in hyperparameter tuning. It features expensive function evaluations (which means small budgets) and a high level of noise. We develop…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
We estimate the canonical entropy of a quantum black hole by counting its quasi-normal modes. We first show that the partition function of a classical black hole, evaluated by counting the quasi-normal modes with a thermodyanmic Boltzmann…
We consider the two-dimensional (2d) Ising model on a infinitely long cylinder and study the probabilities $p_i$ to observe a given spin configuration $i$ along a circular section of the cylinder. These probabilities also occur as…
String theory is used to compute the microscopic entropy for several examples of black holes in compactifications with $N=2$ supersymmetry. Agreement with the Bekenstein-Hawking entropy and the moduli-independent $N=2$ area formula is found…
In this paper, we continue the investigation of quantum Markov states (QMS) and define their mean entropies. Such entropies are explicitly computed under certain conditions. The present work takes a huge leap forward at tackling one of the…
In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…
The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…
The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…