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Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…

Probability · Mathematics 2023-03-06 Daniel Lazarev

The Extremal Index is a parameter that measures the intensity of clustering of rare events and is usually equal to the reciprocal of the mean of the limiting cluster size distribution. We show how to build dynamically generated stochastic…

Dynamical Systems · Mathematics 2020-05-20 Miguel Abadi , Ana Cristina Moreira Freitas , Jorge Milhazes Freitas

Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

Information scrambling refers to the rapid spreading of initially localized information over an entire system, via the generation of global entanglement. This effect is usually detected by measuring a temporal decay of the out-of-time order…

Quantum Physics · Physics 2022-07-28 Joseph Harris , Bin Yan , Nikolai A. Sinitsyn

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…

Adaptation and Self-Organizing Systems · Physics 2016-04-01 Guillermo Santamaría-Bonfil , Nelson Fernández , Carlos Gershenson

In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…

Methodology · Statistics 2020-05-01 Erik Scharwächter , Emmanuel Müller

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

Symbolic relative entropy, an efficient nonlinear complexity parameter measuring probabilistic divergences of symbolic sequences, is proposed in our nonlinear dynamics analysis of heart rates considering equal states. Equalities are not…

Quantitative Methods · Quantitative Biology 2019-01-29 Wenpo Yao Wenli Yao , Jun Wang

Extending the central concept of recurrence times for a point process to recurrent events in space-time allows us to characterize seismicity as a record breaking process using only spatiotemporal relations among events. Linking record…

Geophysics · Physics 2015-06-26 Joern Davidsen , Peter Grassberger , Maya Paczuski

Human-generated categorical annotations frequently produce empirical response distributions (soft labels) that reflect ambiguity rather than simple annotator error. We introduce an ambiguity measure that maps a discrete response…

Machine Learning · Computer Science 2025-10-07 Christopher Klugmann , Daniel Kondermann

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

Extracting a proper dynamic network for modelling a time-dependent complex system is an important issue. Building a correct model is related to finding out critical time points where a system exhibits considerable change. In this work, we…

Social and Information Networks · Computer Science 2022-06-28 Günce Keziban Orman , Nadir Türe , Selim Balcisoy , Hasan Alp Boz

We employ quantum relative entropy to establish the relation between the measurement uncertainty and its disturbance on a state in the presence (and absence) of quantum memory. For two incompatible observables, we present the…

Quantum Physics · Physics 2017-04-17 Jun Zhang , Yang Zhang , Chang-shui Yu

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(\Delta)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$…

Statistical Mechanics · Physics 2019-09-09 Bertrand Lacroix-A-Chez-Toine , Satya N. Majumdar , Grégory Schehr

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

This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2020-11-18 Yixiang Mao

The modeling of turbulence, whether it be numerical or analytical, is a difficult challenge. Turbulence is amenable to analysis with linear theory if it is subject to rapid distortions, i.e., motions occurring on a time scale that is short…

High Energy Astrophysical Phenomena · Physics 2015-06-19 Bryan M. Johnson

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

We measured the correlation of the times between successive flaps of a flag for a variety of wind speeds and found no evidence of low dimensional chaotic behavior in the return maps of these times. We instead observed what is best modeled…

Physics Education · Physics 2007-08-29 J. O. McCaslin , P. R. Broussard