相关论文: Renyi information for ergodic diffusion processes
This work extends previous 1D irreversible port-Hamiltonian system (IPHS) formulations to boundary-controlled ND distributed parameter systems describing conduction-diffusion fluid phenomena. Within a unified and thermodynamically…
A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…
We introduce a pair of transformations, which are mutually inverse, acting on rather general classes of probability densities in R. These transformations have the property of interchanging the main informational measures such as p-moments,…
Much effort has been put into developing theories for dense fluids, as a result of these efforts many theories work for a certain type of particle or in a certain concentration regime. Rosenfeld proposed a dependence of the self-diffusion…
A Type-I model of a multicomponent system of fluids with non-constant temperature is derived as the high-friction limit of a Type-II model via a Chapman-Enskog expansion. The asymptotic model is shown to fit into the general theory of…
In this paper we introduce a biparametric family of transformations which can be seen as an extension of the so-called up and down transformations. This new class of transformations allows to us to introduce new informational functionals,…
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the amount of information associated with a probability…
The stretched exponential function, $\exp[-(t/\tau_{K})^{\beta}]$, describes various relaxation processes while it has been suggested that the power exponent, $\beta$ is derived from the non-uniformity of the process. In this paper, we…
We study the $p$-R\'{e}nyi entropy power inequality with a weight factor $t$ on two independent continuous random variables $X$ and $Y$. The extension essentially relies on a modulation on the sharp Young's inequality due to Bobkov and…
A message of any sort can be regarded as a source of information. Claude. E. Shannon showed in the last century that information ("what we don't already know") is equivalent to the entropy as defined in statistical mechanics. A string of…
The increased uncertainty and complexity of nonlinear systems have motivated investigators to consider generalized approaches to defining an entropy function. New insights are achieved by defining the average uncertainty in the probability…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound for the risk and then construct an…
This article proposes a new two-parameter generalized entropy, which can be reduced to the Tsallis and the Shannon entropy for specific values of its parameters. We develop a number of information-theoretic properties of this generalized…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…
Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…
We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…
The electrical activity of external anal sphincter can be registered with surface electromyography. This signals are known to be highly complex and nonlinear. This work aims in characterisation of the information carried in the signals by…
Invariant ergodic measures for generalized Boole type transformations are studied using an invariant quasi-measure generating function approach based on special solutions to the Frobenius--Perron operator. New two-dimensional Boole type…