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We discuss some aspects of the extension to continuous systems of a statistical measure of complexity introduced by Lopez-Ruiz, Mancini and Calbet (LMC) [Phys. Lett. A 209 (1995) 321]. In general, the extension of a magnitude from the…

Chaotic Dynamics · Physics 2009-11-07 Raquel G. Catalan , Jose Garay , Ricardo Lopez-Ruiz

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

Dynamical Systems · Mathematics 2025-06-24 Weiwei Qi , Zhongwei Shen , Yingfei Yi

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

Dynamical Systems · Mathematics 2026-05-15 Mark van den Bosch , Onno van Gaans , Sjoerd Verduyn Lunel

The word "complexity" is most often used as a meta--linguistic expression referring to certain intuitive characteristics of a natural system and/or its scientific description. These characteristics may include: sheer amount of data that…

History and Overview · Mathematics 2013-01-03 Yuri I. Manin

We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…

Probability · Mathematics 2016-03-08 Paolo Dai Pra , Pierre-Yves Louis , Ida Minelli

This is a review of group entropy and its application to permutation complexity. Specifically we revisit a new approach to the notion of complexity in time serie analysis, based on both permutation entropy and group entropy. As a result,…

Mathematical Physics · Physics 2024-01-24 José M. Amigó , Roberto Dale , Piergiulio Tempesta

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…

Data Analysis, Statistics and Probability · Physics 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi

The notion of Kolmogorov complexity (=the minimal length of a program that generates some object) is often useful as a kind of language that allows us to reformulate some notions and therefore provide new intuition. In this survey we…

Information Theory · Computer Science 2011-03-01 Alexander Shen

The Fisher-Shannon statistical measure of complexity is analyzed for a continuous manifold of quantum observables. It is probed then than calculating it only in the configuration and momentum spaces will not give a complete description for…

Quantum Physics · Physics 2012-11-20 Daniel Manzano

Faraday complexity describes whether a spectropolarimetric observation has simple or complex magnetic structure. Quickly determining the Faraday complexity of a spectropolarimetric observation is important for processing large, polarised…

Instrumentation and Methods for Astrophysics · Physics 2021-07-01 M. J. Alger , J. D. Livingston , N. M. McClure-Griffiths , J. L. Nabaglo , O. I. Wong , C. S. Ong

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

Statistics Theory · Mathematics 2025-05-21 Imon Banerjee , Vinayak Rao , Harsha Honnappa

Nanostructured surfaces usually exhibit complicated morphologies that cannot be described in terms of Euclidean geometry. Simultaneously, they do not constitute fully random noise fields to be characterized by simple stochastics and…

Mesoscale and Nanoscale Physics · Physics 2022-02-03 A. Arapis , V. Constantoudis , D. Kontziampasis , A. Milionis , C. W. E. Lam , A. Tripathy , D. Poulikakos , E. Gogolides

We investigate the role of a statistical complexity measure to assign equilibration in isolated quantum systems. While unitary dynamics preserve global purity, expectation values of observables often exhibit equilibration-like behavior,…

Quantum Physics · Physics 2025-08-14 Marcos G. Alpino , Tiago Debarba , Reinaldo O. Vianna , André T. Cesário

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC -- a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and…

Machine Learning · Computer Science 2025-11-04 Brigt Håvardstun , Felix Marti-Perez , Cèsar Ferri , Jan Arne Telle

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

Machine Learning · Statistics 2022-11-02 Titouan Vayer , Romain Tavenard , Laetitia Chapel , Nicolas Courty , Rémi Flamary , Yann Soullard

Transitivity, the existence of periodic points and positive topological entropy can be used to characterize complexity in dynamical systems. It is known that for graphs that are not trees, for every $\varepsilon>0,$ there exist (complicate)…

Dynamical Systems · Mathematics 2018-07-05 Lluís Alsedà , Liane Bordignon , Jorge Groisman

Randomness extraction is the process of constructing a source of randomness of high quality from one or several sources of randomness of lower quality. The problem can be modeled using probability distributions and min-entropy to measure…

Computational Complexity · Computer Science 2012-06-19 Marius Zimand

Evaluating robustness under temporal distribution shift remains an open challenge. Existing metrics quantify the average decline in performance, but fail to capture how models adapt to evolving data. As a result, temporal degradation is…

Machine Learning · Computer Science 2026-04-09 Lorenzo Iovine , Giacomo Ziffer , Emanuele Della Valle

We study the conditions under which, given a generic quantum system, complexity metrics provide actual lower bounds to the circuit complexity associated to a set of quantum gates. Inhomogeneous cost functions ---many examples of which have…

High Energy Physics - Theory · Physics 2019-08-13 Pablo Bueno , Javier M. Magan , C. S. Shahbazi
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