Related papers: Entropy in the natural time-domain
We find numerically that the sample to sample fluctuation of the entropy, $\Delta S$, is a tool more sensitive in distinguishing how from high temperature behaviors, than the corresponding fluctuation in the free energy. In 1+1 dimensions…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
Here we deconstruct, and then in a reasoned way reconstruct, the concept of "entropy of a system," paying particular attention to where the randomness may be coming from. We start with the core concept of entropy as a COUNT associated with…
Entropy measures in their various incarnations play an important role in the study of stochastic time series providing important insights into both the correlative and the causative structure of the stochastic relationships between the…
Symbolic relative entropy, an efficient nonlinear complexity parameter measuring probabilistic divergences of symbolic sequences, is proposed in our nonlinear dynamics analysis of heart rates considering equal states. Equalities are not…
Living systems operate far from thermal equilibrium by converting the chemical potential of ATP into mechanical work to achieve growth, replication or locomotion. Given time series observations of intra-, inter- or multicellular processes,…
Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…
Consider a hidden Markov chain obtained as the observation process of an ordinary Markov chain corrupted by noise. Zuk, et. al. [13], [14] showed how, in principle, one can explicitly compute the derivatives of the entropy rate of at…
In classical and quantum information theory, operational quantities such as the amount of randomness that can be extracted from a given source or the amount of space needed to store given data are normally characterized by one of two…
Entropies are fundamental measures of uncertainty with central importance in information theory and statistics and applications across all the quantitative sciences. Under a natural set of operational axioms, the most general form of…
Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…
We show that, when music pieces are cast in the form of time series of pitch variations, the concepts and tools of dynamical systems theory can be applied to the analysis of {\it temporal dynamics} in music. (i) Phase space portraits are…
A method is proposed to analyze the heartbeat waveform that can yield a reliable characterization of the structure after only a few pulses. The measure suggested is entropy index that is related to the one found effective in describing…
We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…
We define a diagonal entropy (d-entropy) for an arbitrary Hamiltonian system as $S_d=-\sum_n \rho_{nn}\ln \rho_{nn}$ with the sum taken over the basis of instantaneous energy states. In equilibrium this entropy coincides with the…
During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…