Related papers: Shannon entropy for stationary processes and dynam…

In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…

In stationary spacetimes global equilibrium states can be defined, applying the maximum entropy principle, by the introduction of local thermodynamic fields determined solely by geometry. As an example, we study a class of equilibrium…

Generalizing a recent work [T. Taniguchi and E. G. D. Cohen, J. Stat. Phys. 126, 1 (2006)] that was based on the Onsager-Machlup theory, a nonlinear relaxation process is considered for a macroscopic thermodynamic quantity. It is found that…

We investigate the so-called persistence problem of Sloane, exploiting connections with the dynamics of circle maps and the ergodic theory of $\mathbb{Z}^d$ actions. We also formulate a conjecture concerning the asymptotic distribution of…

Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…

This paper defines and discusses the dimension notion of topological slow entropy of any subset for Z^d actions. Also, the notion of measure-theoretic slow entropy for Z^d actions is presented, which is modified from Brin and Katok [2].…

Complex systems that are characterized by strong correlations and fat-tailed distribution functions have been argued to be incompatible within the framework of Boltzmann-Gibbs entropy. As an alternative, so-called generalized entropies were…

Let $G$ be a sofic group, and let $\Sigma = (\sigma_n)_{n\geq 1}$ be a sofic approximation to it. For a probability-preserving $G$-system, a variant of the sofic entropy relative to $\Sigma$ has recently been defined in terms of sequences…

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…

We study the thermodynamic entropy as a Noether invariant in a stochastic process. Following the Onsager theory, we consider the Langevin equation for a thermodynamic variable in a thermally isolated system. By analyzing the…

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…

For every positive integer $n\geq 2$, we introduce the concept of measure-theoretic $n$-sensitivity for measure-theoretic dynamical systems via finite measurable partitions, and show that an ergodic system is measure-theoretically…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

We study entropies caused by the unstable part of partially hyperbolic systems. We define unstable metric entropy and unstable topological entropy, and establish a variational principle for partially hyperbolic diffeomorphsims, which states…

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

The ergodic hypothesis is examined for energetically open fluid systems represented by the barotropic Navier--Stokes equations with general inflow/outflow boundary conditions. We show that any globally bounded trajectory generates a…

For certain groups, parabolic subgroups appear as stabilizers of flags of sets or vector spaces. Quotients by these parabolic subgroups represent orbits of flags, and their cardinalities asymptotically reveal entropies (as rates of…

Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…

In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as,…

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…