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相关论文: Renyi information for ergodic diffusion processes

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Position and momentum information measures are evaluated for the ground state of the \emph{relativistic} hydrogen-like atoms. Consequences of the fact that the radial momentum operator is not self-adjoint are explicitly studied, exhibiting…

原子物理 · 物理学 2009-02-24 K. D. Sen , Jacob Katriel

Measure-theoretic and topological entropy are classical invariants in the theory of dynamical systems. There are several recently developed entropy type invariants for systems of sub-exponential growth: sequence entropy, slow entropy,…

动力系统 · 数学 2020-04-10 Adam Kanigowski , Anatole Katok , Daren Wei

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

概率论 · 数学 2011-05-25 Angelika Rohde , Claudia Strauch

We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…

统计理论 · 数学 2020-03-30 Reinhard Höpfner , Yury A Kutoyants

We prove the finiteness of ergodic measures of maximal entropy for partially hyperbolic diffeomorphisms where the center direction has a dominated decomposition into one dimensional bundle and there is a uniform lower bound for the absolute…

动力系统 · 数学 2025-02-27 Juan Carlos Mongez , Maria José Pacifico , Mauricio Poletti

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

信息论 · 计算机科学 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

The diversity of a community that cannot be fully counted must be inferred. The two preeminent inference methods are the MaxEnt method, which uses information in the form of constraints and Bayes' rule which uses information in the form of…

统计方法学 · 统计学 2008-08-25 Adom Giffin

EEG time series are analyzed using the diffusion entropy method. The resulting EEG entropy manifests short-time scaling, asymptotic saturation and an attenuated alpha-rhythm modulation. These properties are faithfully modeled by a…

数据分析、统计与概率 · 物理学 2009-03-06 M. Ignaccolo , M. Latka , W. Jernajczyk , P. Grigolini , B. J. West

R\'enyi divergence is related to R\'enyi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as…

信息论 · 计算机科学 2010-05-28 Tim van Erven , Peter Harremoës

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

信息论 · 计算机科学 2017-05-01 Maciej Skorski

The paper presents an extension of Shannon fuzzy entropy for intuitionistic fuzzy one. Firstly, we presented a new formula for calculating the distance and similarity of intuitionistic fuzzy information. Then, we constructed measures for…

人工智能 · 计算机科学 2018-07-09 Vasile Patrascu

The R{\'e}nyi entropy is one of the important information measures that generalizes Shannon's entropy. The quantum R{\'e}nyi entropy has a fundamental role in quantum information theory, therefore, bounding this quantity is of vital…

数学物理 · 物理学 2016-09-26 Hadi Reisizadeh , S. Mahmoud Manjegani

We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…

概率论 · 数学 2025-08-29 Yuri Bakhtin , Renaud Raquépas , Lai-Sang Young

In this article we study $r$-neutralized local entropy and derive some entropy formulas. For an ergodic hyperbolic measure of a smooth system, we show that the $r$-neutralized local entropy equals the Brin-Katok local entropy plus $r$ times…

动力系统 · 数学 2024-08-06 Changguang Dong , Qiujie Qiao

We study the ergodic control problem for a class of jump diffusions in $\mathbb{R}^d$, which are controlled through the drift with bounded controls. The Levy measure is finite, but has no particular structure; it can be anisotropic and…

最优化与控制 · 数学 2019-07-15 Ari Arapostathis , Luis Caffarelli , Guodong Pang , Yi Zheng

We present a concise, self-contained derivation of diffusion-based generative models. Starting from basic properties of Gaussian distributions (densities, quadratic expectations, re-parameterisation, products, and KL divergences), we…

机器学习 · 计算机科学 2025-11-18 Sepehr Maleki , Negar Pourmoazemi

EEG time series are analyzed using the diffusion entropy method. The resulting EEG entropy manifests short-time scaling, asymptotic saturation and an attenuated alpha-rhythm modulation. These properties are faithfully modeled by a…

数据分析、统计与概率 · 物理学 2009-02-09 M. Ignaccolo , M. Latka , W. Jernajczyk , P. Grigolini , B. J. West

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…

统计力学 · 物理学 2007-05-23 Andrei G. Bashkirov

We obtain the lower bounds for ergodic convergence rates, including spectral gaps and convergence rates in strong ergodicity for time-changed symmetric L\'{e}vy processes by using harmonic function and reversible measure. As direct…

概率论 · 数学 2021-09-08 Tao Wang

We develop information theory for the temporal behavior of memoryful agents moving through complex -- structured, stochastic -- environments. We introduce and explore information processes -- stochastic processes produced by cognitive…

统计力学 · 物理学 2025-08-04 James P. Crutchfield , Alexandra Jurgens