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In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

In a paper [8] the authors classify entropy into three categories, as a thermodynamics quantity, as a measure of information production, and as a means of statistical inference. An entropy measure introduced by Mathai falls into the second…

Statistical Mechanics · Physics 2024-10-31 Hans J. Haubold

On the basis of a model system of pillars built of unit cubes, a two-component entropic measure for the multiscale analysis of spatio-compositional inhomogeneity is proposed. It quantifies the statistical dissimilarity per cell of the…

Statistical Mechanics · Physics 2015-05-13 Ryszard Piasecki

Following the paradigm of Boltzmann-BBGKY we propose a correlation entropy (of the nth order) for an interacting quantum field, obtained by `slaving' (truncation with causal factorization) of the higher (n+1 th) order correlation functions…

High Energy Physics - Phenomenology · Physics 2009-11-10 E. A. Calzetta , B. L. Hu

Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…

Statistical Mechanics · Physics 2015-06-05 O. Obregón , A. Gil-Villegas

In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…

Information Theory · Computer Science 2020-08-13 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

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

Regardless of studies and debates over a century, the statistical origin of the second law of thermodynamics still remains illusive. One essential obstacle is the lack of a proper theoretical formalism for non-equilibrium entropy. Here I…

Statistical Mechanics · Physics 2017-10-18 Xiangjun Xing

The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…

Statistical Mechanics · Physics 2014-10-02 Sergio Chibbaro , Lamberto Rondoni , Angelo Vulpiani

We prove the entropy-chaos property for the system of N undistinguishable interacting diffusions rigorously associated with the ground state of N trapped Bose particles in the Gross-Pitaevskii scaling limit of infinite particles. On the…

Probability · Mathematics 2015-12-16 Sergio Albeverio , Francesco C. De Vecchi , Stefania Ugolini

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

A consistent generalization of statistical mechanics is obtained by applying the maximum entropy principle to a trace-form entropy and by requiring that physically motivated mathematical properties are preserved. The emerging…

Statistical Mechanics · Physics 2009-11-10 G. Kaniadakis , M. Lissia , A. M. Scarfone

By considering the "kinetic-energy" term of the minimum principle for the Schr\"{o}dinger equation as a measure of information, that minimum principle is viewed as a statistical estimation procedure, analogous to the manner in which Jaynes…

Mathematical Physics · Physics 2007-05-23 John H. Van Drie

Let $\cal{N}=\{1,\cdots,n\}$. The entropy function $\bf h$ of a set of $n$ discrete random variables $\{X_i:i\in\cal N\}$ is a $2^n$-dimensional vector whose entries are ${\bf{h}}({\cal{A}})\triangleq H(X_{\cal{A}}),\cal{A}\subset{\cal N}…

Information Theory · Computer Science 2016-09-29 Qi Chen , Raymond W. Yeung

Quantum entropy is an important measure for describing the uncertainty of a quantum state, more uncertainty in subsystems implies stronger quantum entanglement between subsystems. Our goal in this work is to quantify bipartite entanglement…

Quantum Physics · Physics 2022-04-18 Xue Yang , Yan-Han Yang , Li-Ming Zhao , Ming-Xing Luo

Entanglement entropy is a measure of quantum correlations between separate parts of a many-body system, which plays an important role in many areas of physics. Here we review recent work in which a relation between this quantity and the…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 Israel Klich , Leonid Levitov

A novel method for correlation analysis using scale-dependent Renyi entropies is described. The method involves calculating the entropy of a data distribution as an explicit function of the scale of a d-dimensional partition of d-cubes,…

Mathematical Physics · Physics 2007-05-23 J. G. Reid , T. A. Trainor

We use the formalism of 'Maximum Principle of Shannon's Entropy' to derive the general power law distribution function, using what seems to be a reasonable physical assumption, namely, the demand of a constant mean "internal order"…

Statistical Mechanics · Physics 2007-05-23 Yaniv Dover

We examine the {combinatorial} or {probabilistic} definition ("Boltzmann's principle") of the entropy or cross-entropy function $H \propto \ln \mathbb{W}$ or $D \propto - \ln \mathbb{P}$, where $\mathbb{W}$ is the statistical weight and…

Statistical Mechanics · Physics 2015-05-13 Robert K. Niven

In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…

Chaotic Dynamics · Physics 2019-10-24 P. M. Cincotta , C. M. Giordano
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