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In this paper, I expand Shannon's definition of entropy into a new form of entropy that allows integration of information from different random events. Shannon's notion of entropy is a special case of my more general definition of entropy.…

机器学习 · 计算机科学 2008-11-04 Stefan Jaeger

Personal income distribution in the USA has a well-defined two-class structure. The majority of population (97-99%) belongs to the lower class characterized by the exponential Boltzmann-Gibbs ("thermal") distribution, whereas the upper…

其他凝聚态物理 · 物理学 2008-12-02 A. Christian Silva , Victor M. Yakovenko

This Chapter is written for the Festschrift celebrating the 70th birthday of the distinguished economist Duncan Foley from the New School for Social Research in New York. This Chapter reviews applications of statistical physics methods,…

统计金融 · 定量金融 2012-05-01 Victor M. Yakovenko

The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' $q-$average of physical quantities, the sum $\sum…

统计力学 · 物理学 2017-07-18 Ke-Ming Shen , Ben-Wei Zhang , En-Ke Wang

The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we…

统计力学 · 物理学 2020-07-01 S. N. Saadatmand , Tim Gould , E. G. Cavalcanti , J. A. Vaccaro

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)…

统计力学 · 物理学 2009-11-13 Stefan Thurner , Rudolf Hanel

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution,…

统计力学 · 物理学 2026-05-29 Kenric P. Nelson

We propose a unifying picture where the notion of generalized entropy is related to information theory by means of a group-theoretical approach. The group structure comes from the requirement that an entropy be well defined with respect to…

统计力学 · 物理学 2016-04-13 Gabriele Sicuro , Piergiulio Tempesta

Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…

数据分析、统计与概率 · 物理学 2026-04-20 Andrea Somazzi , Diego Garlaschelli

In many complex systems, whether biological or artificial, the thermodynamic costs of communication among their components are large. These systems also tend to split information transmitted between any two components across multiple…

统计力学 · 物理学 2024-02-12 Farita Tasnim , Nahuel Freitas , David H. Wolpert

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas…

综合金融 · 定量金融 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

Shannon's entropy is one of the building blocks of information theory and an essential aspect of Machine Learning methods (e.g., Random Forests). Yet, it is only finitely defined for distributions with fast decaying tails on a countable…

统计理论 · 数学 2022-05-25 Jialin Zhang , Jingyi Shi

A simple heuristic model, including the multiple exchanges between economic agents, is used to explain the mechanism of emerging and maintenance of social inequality in the market economy. The model allows calculating a density function of…

生物物理 · 物理学 2023-03-16 Vladimir Pokrovskii

Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…

信息论 · 计算机科学 2025-03-07 Chan Li , Hejun Xu , Zhu Cao

We investigate a two-parameter entropy introduced by Schw\"{a}mmle and Tsallis and obtain its probability distribution in the canonical ensemble. The probability distribution is given in terms of the Lambert W-function which has been used…

统计力学 · 物理学 2008-09-09 Somayeh Asgarani , Behrouz Mirza

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…

医学物理 · 物理学 2018-12-31 Paulina Trybek , Michal Nowakowski , Jerzy Salowka , Lukasz Machura

Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…

统计力学 · 物理学 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

The factorization problem of $q$-exponential distribution within nonextensive statistical mechanics is discussed on the basis of Abe's general pseudoadditivity for equilibrium systems. it is argued that the factorization of compound…

统计力学 · 物理学 2009-11-07 Qiuping A. Wang

Shannon and Khinchin showed that assuming four information theoretic axioms the entropy must be of Boltzmann-Gibbs type, $S=-\sum_i p_i \log p_i$. Here we note that in physical systems one of these axioms may be violated. For non-ergodic…

统计力学 · 物理学 2015-03-19 Stefan Thurner , Rudolf Hanel

The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…

统计力学 · 物理学 2015-05-13 Christian Beck