Quenched point-to-point free energy for random walks in random potentials

We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and steps of the walk. The potential is subject to a moment assumption whose strictness is tied to the mixing of the environment, the best case being the i.i.d. environment. We prove that the infinite volume quenched point-to-point free energy exists and has a variational formula in terms of entropy. We establish regularity properties of the point-to-point free energy, and link it to the infinite volume point-to-line free energy and quenched large deviations of the walk. One corollary is a quenched large deviation principle for random walk in an ergodic random environment, with a continuous rate function.     

Random walks on random coset spaces with applications to Furstenberg entropy

We determine the range of Furstenberg entropy for stationary ergodic actions of nonabelian free groups by an explicit construction involving random walks on random coset spaces.     

无标度网络演化过程中的结构熵

熵是度量复杂系统无序性的重要物理量,而且现实中的大多数网络都呈现出无标度网络的特性.在网络的节点熵和结构熵概念的基础上,给出了BA模型的网络结构熵演化的解析结论和数值模拟.从解析结论和数值模拟可以得到,网络结构熵随网络大小以对数的速度增长;但在同样规模下,无标度网络的结构熵小于随机网络的结构熵.     

离散型随机变量的平均信息熵

根据Shannon信息量,本文提出了离散型随机变量平均信息熵的概念并推导了计算公式,结果表明平均信息熵与调和级数有关.平均信息熵可作为评价信源提供信息量多少的指标.     

Aspects of free analysis

We survey the analysis around the free difference quotient derivation, which is the natural derivation for variables with the highest degree of noncommutativity. The analogue of the Fourier transform is then bialgebra duality for the bialgebra with derivation-comultiplication to which the free difference quotient gives rise and which involves fully matricial analytic functions. Some of the motivation from free probability, especially free entropy and random matrices are also discussed. Dan-Virgil Voiculescu; Research supported in part by NSF Grant DMS 0501178.     

Maximizing Free Entropy

Maximization problems are solved for Voiculescu's free entropy of probability measures supported in R, R+, and [-1, 1], respectively, under constraint of the pth moment for any p > 0 and implications of these results for multivariate free entropy are discussed in the setting of noncommutative random variables. Similar extremum problems are treated for probability measures on C and Tunder certain constraints. The elliptic law and a distribution found earlier in quantum physics are encountered. These results are in the setting of potential theory and can be viewed independently from Voiculescu's work. The machinery of weighted potentials is exploited.     

A remark on orbital free entropy

A lower estimate of the orbital free entropy \(\chi _\mathrm {orb}\) under unitary conjugation is proved, and it together with Voiculescu’s observation shows that the conjectural exact formula relating \(\chi _\mathrm {orb}\) to the free entropy \(\chi \) breaks in general in contrast to the case when given random multi-variables are all hyperfinite.     

On the eigenvalue and Shannon's entropy of finite length random sequences

Pseudorandom binary sequences play a significant role in many fields, such as spread spectrum communications, stochastic computation, and cryptography. The complexity measures of sequences and their relationship still remain an interesting open problem. In this article, we study on the eigenvalue of random sequences, deduce its theoretical expectation and variance of random sequences with length N, and establish the relationship between eigenvalue and Shannon's entropy. The results show that these two measures are consistent. Furthermore, the eigenvalue of random n‐block sequences and its relation to Shannon's entropy are also been studied. © 2014 Wiley Periodicals, Inc. Complexity 21: 154–161, 2015     

关于有限马氏链相对熵密度和随机条件熵的一类极限定理

本文引进有限非齐次马链随机条件熵的概念，研究这个概念与相对熵密度的关系，并通过数列的绝对平均收敛的概念给出了有限非齐次马氏链的相对频率，相对熵密度和平均随机条件熵ａ．ｅ收敛于常数及有限非齐次马氏链熵率存在的条件。     

On classical analogues of free entropy dimension

We define a classical probability analogue of Voiculescu's free entropy dimension that we shall call the classical probability entropy dimension of a probability measure on Rn. We show that the classical probability entropy dimension of a measure is related with diverse other notions of dimension. First, it can be viewed as a kind of fractal dimension. Second, if one extends Bochner's inequalities to a measure by requiring that microstates around this measure asymptotically satisfy the classical Bochner's inequalities, then we show that the classical probability entropy dimension controls the rate of increase of optimal constants in Bochner's inequality for a measure regularized by convolution with the Gaussian law as the regularization is removed. We introduce a free analogue of the Bochner inequality and study the related free entropy dimension quantity. We show that it is greater or equal to the non-microstates free entropy dimension.     

Dynamics of Informational Entropy Associated with Self-Organisation Process in Open System

The process of self-organisation in an open, steady-state, nonequilibrium system is considered. Formulas for dynamics of the informational entropy flow and its rate are obtained with respect to random process of influences exerted upon a system. It was revealed that the open system responds to a sudden strong change of conditions by steep growth of the informational entropy flow up to a maximum value at the critical point.     

对数似然比与整值随机变量序列的一类强律

本文引进对数似然比作为整值随机变量序列相对于服从几何分布的独立随机变量序列的偏差的一种度量,并通过限制对数似然比给出了样本空间的一个子集.在此子集上得到了一类用不等式表示的强律,其中包含整值随机变量序列与相对熵密度及几何分布的熵函数有关的若干极限性质.     

Entropy,Chaos, and Weak Horseshoe for Infinite‐Dimensional Random Dynamical Systems

In this paper, we study the complicated dynamics of infinite‐dimensional random dynamical systems that include deterministic dynamical systems as their special cases in a Polish space. Without assuming any hyperbolicity, we prove if a continuous random map has a positive topological entropy, then it contains a topological horseshoe. We also show that the positive topological entropy implies the chaos in the sense of Li‐Yorke. The complicated behavior exhibited here is induced by the positive entropy but not the randomness of the system.© 2017 Wiley Periodicals, Inc.     

On weighted interval entropy

Measures of uncertainty in past and residual lifetime distributions have been proposed in the information-theoretic literature. Recently, Di Crescenzo and Longobardi (2006) introduced weighted differential entropy and its dynamic versions. These information-theoretic uncertainty measures are shift-dependent. In this paper, we study the weighted differential information measure for two-sided truncated random variables. This new measure is a generalization of recent dynamic weighted entropy measures. We study various properties of this measure, including its connection with weighted residual and past entropies, and we obtain its upper and lower bounds.     

Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods

The problem of determining probability densities of positive random variables from empirical data is important in many fields, in particular in insurance and risk analysis. The method of maximum entropy has proven to be a powerful tool to determine probability densities from a few values of its Laplace transform. This is so even when the amount of data to compute numerically the Laplace transform is small. But in this case, the variability of the reconstruction due to the sample variability in the available data can lead to quite different results. It is the purpose of this note to quantify as much as possible the variability of the densities reconstructed by means of two maxentropic methods: the standard maximum entropy method and its extension to incorporate data with errors.The issues that we consider are of special interest for the advanced measurement approach in operational risk, which is based on loss data analysis to determine regulatory capital, as well as to determine the loss distribution of risks that occur with low frequency.     

Finitary isomorphism of some renewal processes to Bernoulli schemes

Using the marker and filler methods of Keane and Smorodinsky, we prove that entropy is a complete finitary isomorphism invariant for r-processes. It is conjectured that entropy is a complete finitary isomorphism invariant for finitary factors of Bernoulli schemes. We present a weaker version of this conjecture with hope that its proof is more attainable with present methods. In doing so, we define a one-way finitary isomorphism and prove one-way finitary results for random walks. We will also extend the marker and filler methods of Keane and Smorodinsky to a class of countable state processes.     

关于滑动相对熵的若干极限性质

引入滑动似然比和滑动相对熵等概念,讨论了滑动相对熵的若干渐近性质.主要结果是,获得了随机变量任意状态的相对频率与滑动相对熵之间的关系,并且给出了滑动相对熵基于相对频率的上界的估计.作为推论,得到了随机序列滑动平均的强大数定理.     

Entropy in Subordination and Filtering

We propose a stochastic model of transmitting random information at random time. In this model, the signal is observed as a random sampling according to an increasing stable stochastic process. Thus we are given a subordinate stochastic process which is a typical irreversible process. As the characteristic of this phenomea we observe the loss of entropy.     

Liouville property for groups and manifolds

We introduce a method to estimate the entropy of random walks on groups. We apply this method to exhibit the existence of compact manifolds with amenable fundamental groups such that the universal cover is not Liouville. We also use the criterion to prove that a finitely generated solvable group admits a symmetric measure with non-trivial Poisson boundary if and only if this group is not virtually nilpotent. This, in particular, shows that any polycyclic group admits a symmetric measure such that its boundary does not readily interprete in terms of the ambient Lie group. As another application we get a series of examples of amenable groups such that any finite entropy non-degenerate measure on them has non-trivial Poisson boundary. Since the groups in question are amenable, they do admit measures such that the corresponding random walks have trivial boundary; the above shows that such measures on these groups have infinite entropy. Mathematics Subject Classification (1991) 60B15, 60J50, 28D20, 20P05, 43A07, 60J65, 43A85, 20f16