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In this work, we consider a recently proposed entropy S (called varentropy) defined by a variational relationship dI=beta*(d<x>-<dx>) as a measure of uncertainty of random variable x. By definition, varentropy underlies a generalized…

Statistical Mechanics · Physics 2020-10-28 C. J. Ou , A. El Kaabouchi , L. Nivanen , F. Tsobnang , A. Le Méhauté , Qiuping A. Wang

The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…

Probability · Mathematics 2008-07-19 Tryphon T. Georgiou

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

The Boltzmann entropy $S^{(B)}$ is true in the case of equal probability of all microstates of a system. In the opposite case it should be averaged over all microstates that gives rise to the Boltzmann--Shannon entropy (BSE). Maximum…

Statistical Mechanics · Physics 2007-05-23 A. G. Bashkirov

The Renyi entropy with a free Renyi parameter $q$ is the most justified form of information entropy, and the Tsallis entropy may be regarded as a linear approximation to the Renyi entropy when $q\simeq 1$. When $q\to 1$, both entropies go…

Statistical Mechanics · Physics 2007-05-23 Andrei G. Bashkirov

The problem of a nonrelativistic particle with an internal color degree of freedom, with and without spin, moving in a free random gauge background is discussed. Freeness is a concept developed recently in the mathematical literature…

High Energy Physics - Theory · Physics 2015-06-26 Michael Engelhardt

By proving that certain free stochastic differential equations have stationary solutions, we give a lower estimate on the microstates free entropy dimension of certain $n$-tuples $X_{1},...,X_{n}$: we show that Abstract. By proving that…

Operator Algebras · Mathematics 2008-07-03 D. Shlyakhtenko

We consider the joint density distribution of the elements of certain random matrix models which are example of globally correlated and asymptotically scale-invariant distributions. It is shown that in their cases, the nonadditive entropy…

Statistical Mechanics · Physics 2011-10-14 A. C. Bertuola , M. P. Pato

We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-R\'enyi Maximum Correlation Coefficient. RDC is defined in terms…

Machine Learning · Statistics 2013-06-04 David Lopez-Paz , Philipp Hennig , Bernhard Schölkopf

Recently, a new type of set, named as random permutation set (RPS), is proposed by considering all the permutations of elements in a certain set. For measuring the uncertainty of RPS, the entropy of RPS is presented. However, the maximum…

Information Theory · Computer Science 2022-03-24 Jixiang Deng , Yong Deng

One of the few accepted dynamical foundations of non-additive "non-extensive") statistical mechanics is that the choice of the appropriate entropy functional describing a system with many degrees of freedom should reflect the rate of growth…

Statistical Mechanics · Physics 2017-09-22 Nikolaos Kalogeropoulos

The independence number of a hypergraph H is the size of a largest set of vertices containing no edge of H. In this paper, we prove new sharp bounds on the independence number of n-vertex (r+1)-uniform hypergraphs in which every r-element…

Combinatorics · Mathematics 2011-06-17 Alexander Kostochka , Dhruv Mubayi , Jacques Versatraete

For an element in an algebra-valued *-noncommutative probability space, equivalent conditions for algebra-valued R-diagonality (a notion introduced by Sniady and Speicher) are proved. Formal power series relations involving the moments and…

Operator Algebras · Mathematics 2023-05-23 March Boedihardjo , Ken Dykema

The Renyi distribution ensuring the maximum of a Renyi entropy is investigated for a particular case of a power--law Hamiltonian. Both Lagrange parameters, $\alpha$ and $\beta$ can be excluded. It is found that $\beta$ does not depend on a…

Statistical Mechanics · Physics 2009-11-10 A. G. Bashkirov

We reply to the Comment by Jizba and Korbel [arXiv:1905.00729v1] by first pointing out that the Schur-concavity proposed by them falls short of identifying the correct intervals of normalization for the optimum probability distribution even…

Statistical Mechanics · Physics 2019-08-28 Thomas Oikonomou , G. Baris Bagci

Using Voiculescu's notion of a matricial microstate we introduce fractal dimensions and entropies for finite sets of selfadjoint operators in a tracial von Neumann algebra. We show that they possess properties similar to their classical…

Operator Algebras · Mathematics 2007-05-23 Kenley Jung

Dynamics of many-particle systems with long-range interaction is collisionless and governed by the Vlasov equation. This dynamics is a flow of a six-dimensional incompressible liquid with uncountable integrals of motion. If the flow…

Statistical Mechanics · Physics 2016-06-22 Victor M. Pergamenshchik

Nature is full of random networks of complex topology describing such apparently disparate systems as biological, economical or informatical ones. Their most characteristic feature is the apparent scale-free character of interconnections…

Condensed Matter · Physics 2007-05-23 G. Wilk , Z. Wlodarczyk

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

We consider the macroscopic system of free lattice fermions in one dimension assuming that the one-body Hamiltonian of the system is the one dimensional discrete Schr\"odinger operator with independent identically distributed random…

Quantum Physics · Physics 2017-08-30 L. Pastur , V. Slavin