相关论文: Recurrence times, waiting times and universal entr…
The entropy production is one of the most essential features for systems operating out of equilibrium. The formulation for discrete-state systems goes back to the celebrated Schnakenberg's work and hitherto can be carried out when for each…
The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…
Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…
In this Letter we show that the time reversal asymmetry of a stationary time series provides information about the entropy production of the physical mechanism generating the series, even if one ignores any detail of that mechanism. We…
We introduce estimators for the entropy production of a Gibbsian process based on the observation of a single or two typical trajectories. These estimators are built with adequate hitting and return times. We then study their convergence…
The paper makes the observation that all orders of information entropy are equal in signals composed of repeating units of distinct symbols where the units can be classified as a member of a symmetry group. This leads to an improved metric…
The total entropy production fluctuations are studied in some exactly solvable models. For these systems, the detailed fluctuation theorem holds even in the transient state, provided initially the system is prepared in thermal equilibrium.…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…
We study entropy production (EP) in processes involving repeated quantum measurements of finite quantum systems. Adopting a dynamical system approach, we develop a thermodynamic formalism for the EP and study fine aspects of irreversibility…
We give an overview of the role of information theory in statistics, and particularly in biostatistics. We recall the basic quantities in information theory; entropy, cross-entropy, conditional entropy, mutual information and…
The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…
Electric signals have been recently recorded at the Earth's surface with amplitudes appreciably larger than those hitherto reported. Their entropy in natural time is smaller than that, $S_u$, of a ``uniform'' distribution. The same holds…
Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…
The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…
Nonequilibrium phase transitions can be typified in a similar way to equilibrium systems, for instance, by the use of the order parameter. However, this characterization hides the irreversible character of the dynamics as well as its…
Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…
Nonreciprocal interactions are commonplace in continuum-level descriptions of both biological and synthetic active matter, yet studies addressing their implications for time-reversibility have so far been limited to microscopic models.…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy…