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

Hanel R & Thurner S (2013). Generalized (c,d)-entropy and aging random walks. Entropy 15 (12): 5084-5596. DOI:10.3390/e15125324.

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Abstract

Complex systems are often inherently non-ergodic and non-Markovian and Shannon entropy loses its applicability. Accelerating, path-dependent and aging random walks offer an intuitive picture for 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~Sum_i Gamma(1+d, 1-c ln 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" walks. 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.

Item Type: Article
Uncontrolled Keywords: Non-ergodic; Extensivity; Path-dependence; Random walks with memory
Research Programs: Advanced Systems Analysis (ASA)
Bibliographic Reference: Entropy; 15(12):5084-5596 (December 2013) (Published online 3 December 2013)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 08:48
Last Modified: 25 Oct 2016 12:46
URI: http://pure.iiasa.ac.at/10306

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