Generalized (c,d)-entropy and aging random walks

DOI10.3390/E15125324zbMATH Open1342.60064arXiv1310.5959OpenAlexW2056215740MaRDI QIDQ280740FDOQ280740

Authors: Rudolf Hanel, Stefan Thurner 

Publication date: 10 May 2016

Published in: Entropy (Search for Journal in Brave)

Abstract: Complex systems are often inherently non-ergodic and non-Markovian for which Shannon entropy loses its applicability. In particular accelerating, path-dependent, and aging random walks offer an intuitive picture for these non-ergodic and non-Markovian systems. It was shown that the entropy of non-ergodic systems can still be derived from three of the Shannon-Khinchin axioms, and by violating the fourth -- the so-called composition axiom. The corresponding entropy is of the form $S_{c,d}simsu{m}_{i}Gamma(1+d,1-cln{p}_i)$ and depends on two system-specific scaling exponents, $c$ and $d$. This entropy contains many recently proposed entropy functionals as special cases, including Shannon and Tsallis entropy. It was shown that this entropy is relevant for a special class of non-Markovian random walks. In this work we generalize these walks to a much wider class of stochastic systems that can be characterized as `aging' systems. These are systems whose transition rates between states are path- and time-dependent. We show that for particular aging walks $S_{c,d}$ is again the correct extensive entropy. Before the central part of the paper we review the concept of $(c,d)$-entropy in a self-contained way.

Full work available at URL: https://arxiv.org/abs/1310.5959

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zbMATH Keywords

entropymemoryaging random walksnon-ergodicitypath-dependence

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cited In (7)

• Solutions for a \(q\)-generalized Schrödinger equation of entangled interacting particles
• Extensive entropy functionals and non-ergodic random walks
• Multi-diffusive nonlinear Fokker-Planck equation
• Nonlinear Fokker-Planck equations in super-diffusive and sub-diffusive regimes
• An entropy-based estimator of the Hurst exponent in fractional Brownian motion
• Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
• Scale-invariant random-walks and optimization of non-extensive entropy

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