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Related papers: Entropy in the natural time-domain

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There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz , Tom Leinster

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

Entropy is a fundamental concept from Thermodynamics and it can be used to study models on context of Creation Cold Dark Matter (CCDM). From conditions on the first ($\dot{S}\geq0$)\footnote{Throughout the present work we will use dots to…

General Relativity and Quantum Cosmology · Physics 2020-12-02 R. Valentim , J. F. Jesus

We study the behavior of a nonlinear semiclassical system using Shannon entropy and two approaches to statistical complexity. These systems involve the interaction between classical variables (representing the environment) and quantum ones.…

Quantum Physics · Physics 2024-11-22 Gaspar Gonzalez , Andrés M. Kowalski

In this paper we present the concept of description of random processes in complex systems with the discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations…

Statistical Mechanics · Physics 2009-10-31 Renat Yulmetyev , Reter Hanggi , Fail Gafarov

Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…

Dynamical Systems · Mathematics 2026-01-14 Philipp Gohlke , Andrew Mitchell , Dan Rust , Tony Samuel

We revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…

Cryptography and Security · Computer Science 2022-06-03 Priyanka Golia , Brendan Juba , Kuldeep S. Meel

We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing…

Pricing of Securities · Quantitative Finance 2015-01-07 Mihaly Ormos , David Zibriczky

We give a detailed analysis of the Gibbs-type entropy notion and its dynamical behavior in case of time-dependent continuous probability distributions of varied origins: related to classical and quantum systems. The purpose-dependent usage…

Quantum Physics · Physics 2015-06-26 Piotr Garbaczewski

Recurrence entropy $(\cal S)$ is a novel time series complexity quantifier based on recurrence microstates. Here we show that $\mathsf{max}(\cal S)$ is a \textit{parameter-free} quantifier of time correlation of stochastic and chaotic…

Data Analysis, Statistics and Probability · Physics 2020-02-19 Sergio Roberto Lopes , Thiago de Lima Prado , Gilberto Corso , Gustavo Zampier dos Santos Lima , Jurgen Kurths

Several results of black holes thermodynamics can be considered as firmly founded and formulated in a very general manner. From this starting point we analyse in which way these results may give us the opportunity to gain a better…

General Relativity and Quantum Cosmology · Physics 2009-11-11 J. P. Badiali

This is a short review of the statistical mechanical definition of entropy production for systems composed of a large number of interacting components. Emphasis is on open systems driven away from equilibrium where the entropy production…

Statistical Mechanics · Physics 2015-06-02 Christian Maes

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

Entropy plays a key role in statistical physics of complex systems, which in general exhibit diverse aspects of emergence on different scales. However, it still remains not fully resolved how entropy varies with the coarse-graining level…

Statistical Mechanics · Physics 2017-08-07 Segun Goh , Jungzae Choi , MooYoung Choi , Byung-Gook Yoon

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

In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…

Quantum Physics · Physics 2010-05-17 J. P. Badiali

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

Human dynamical social networks encode information and are highly adaptive. To characterize the information encoded in the fast dynamics of social interactions, here we introduce the entropy of dynamical social networks. By analysing a…

Physics and Society · Physics 2012-01-17 Kun Zhao , Márton Karsai , Ginestra Bianconi

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Stochastic thermodynamics extends classical thermodynamics to small systems in contact with one or more heat baths. It can account for the effects of thermal fluctuations and describe systems far from thermodynamic equilibrium. A basic…

Statistical Mechanics · Physics 2018-01-04 Momčilo Gavrilov , Raphaël Chétrite , John Bechhoefer
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