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A new multivariate density estimator for stationary sequences is obtained by Fourier inversion of the thresholded empirical characteristic function. This estimator does not depend on the choice of parameters related to the smoothness of the…

统计理论 · 数学 2023-05-24 Sinda Ammous , Jérôme Dedecker , Céline Duval

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

统计力学 · 物理学 2023-08-21 Vladimir Zhdankin

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…

概率论 · 数学 2025-06-09 Pascal Bianchi , Walid Hachem , Victor Priser

We propose a measure of divergence of probability distributions for quantifying the dissimilarity of two chaotic attractors. This measure is defined in terms of a generalized entropy. We illustrate our procedure by considering the effect of…

混沌动力学 · 物理学 2009-10-31 Luis Diambra

Any Borel probability measure supported on a Cantor set of zero Lebesgue measure on the real line possesses a discrete inverse measure. We study the validity of the multifractal formalism for the inverse measures of random weak Gibbs…

动力系统 · 数学 2017-06-06 Zhihui Yuan

A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…

统计方法学 · 统计学 2009-11-13 Adelchi Azzalini , Antonella Capitanio

We obtain entropy formulas for SRB measures with finite entropy given by inducing schemes. In the first part of the work, we obtain Pesin entropy formula for the class of noninvertible systems whose SRB measures are given by Gibbs-Markov…

动力系统 · 数学 2021-05-06 Jose F. Alves , David Mesquita

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

群论 · 数学 2007-05-23 S. V. Ludkovsky

In this paper we study a skew product map $F$ with a measure $\mu$ of positive entropy. We show that if on the fibers the map are $C^{1+\alpha}$ diffeomorphisms with nonzero Lyapunov exponents, then $F$ has ergodic measures of intermediate…

动力系统 · 数学 2010-01-18 Peng Sun

The chaotical dynamics is studied in different Friedmann-Robertson- Walker cosmological models with scalar (inflaton) field and hydrodynamical matter. The topological entropy is calculated for some particular cases. Suggested scheme can be…

广义相对论与量子宇宙学 · 物理学 2009-10-31 A. Yu. Kamenshchik , I. M. Khalatnikov S. V. Savchenko , A. V. Toporensky

We apply the Minkowski Tensor statistics to two dimensional slices of the three dimensional density field. The Minkowski Tensors are a set of functions that are sensitive to directionally dependent signals in the data, and furthermore can…

宇宙学与河外天体物理 · 物理学 2018-05-23 Stephen Appleby , Pravabati Chingangbam , Changbom Park , Sungwook E. Hong , Juhan Kim , Vidhya Ganesan

In this paper, entropies, including measure-theoretic entropy and topological entropy, are considered for random $\mathbb{Z}^k$-actions which are generated by random compositions of the generators of $\mathbb{Z}^k$-actions. Applying Pesin's…

动力系统 · 数学 2017-01-04 Yujun Zhu

We construct an explicit algebraic example of a subshift of finite type over a group $\Gamma$ with an invariant Markov measure which has completely positive sofic entropy (with respect to `most' sofic approximations) and yet does not have a…

动力系统 · 数学 2026-01-14 Tim Austin , Lewis Bowen , Christopher Shriver

Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down…

动力系统 · 数学 2015-06-16 Patrick Blonigan , Qiqi Wang

Density-based directed distances -- particularly known as divergences -- between probability distributions are widely used in statistics as well as in the adjacent research fields of information theory, artificial intelligence and machine…

统计理论 · 数学 2022-03-03 Michel Broniatowski , Wolfgang Stummer

We propose a noble notion of the directional emission in microcavity lasers. First, Shannon entropy of the far-field profiles in the polar coordinate can quantify the degree of unidirectionality of the emission, while previous notions about…

光学 · 物理学 2022-09-20 Kyu-Won Park , Chang-Hyun Ju , Kabgyun Jeong

A comprehensive toolkit is developed for regression analysis of directional data based on a flexible class of angular Gaussian distributions. Informative testing procedures for isotropy and covariate effects on the directional response are…

统计方法学 · 统计学 2024-08-07 Zehao Yu , Xianzheng Huang

We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…

动力系统 · 数学 2013-09-25 Fryderyk Falniowski

A discrete group $\G$ is called rigidly symmetric if for every $C^*$-algebra $\A$ the projective tensor product $\ell^1(\G)\widehat\otimes\A$ is a symmetric Banach $^*$-algebra. For such a group we show that the twisted crossed product…

泛函分析 · 数学 2015-01-30 Marius Mantoiu

We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study…

动力系统 · 数学 2009-09-10 Jeffrey Diller , Romain Dujardin , Vincent Guedj