Showing 1 - 10 of 249
Persistent link: https://www.econbiz.de/10011730885
The scaling properties of various composite information-theoretic measures (Shannon and Rényi entropy sums, Fisher and Onicescu information products, Tsallis entropy ratio, Fisher–Shannon product and shape complexity) are studied in position and momentum spaces for the non-relativistic...
Persistent link: https://www.econbiz.de/10011062296
Most of research on complexities and the corresponding conclusions have been obtained by numerically quantifying their values, and little attention has been paid to their theoretical properties and the exact meaning within an statistical framework, valid for any arbitrary n-dimensional...
Persistent link: https://www.econbiz.de/10011062580
We calculate the time-dependent Shannon (Sx and Sp) entropy and Fisher (Fx and Fp) information of three log-periodic oscillators. We obtain a general expression for Sx,p and Fx,p in the state n=0 in terms of ρ, a c-number quantity satisfying a nonlinear differential equation. For two out of...
Persistent link: https://www.econbiz.de/10011194090
The volatility analysis of stock returns data is paramount in financial studies. We investigate the dynamics of volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and before the coronavirus disease (COVID-19 pandemic). The...
Persistent link: https://www.econbiz.de/10013200757
The volatility analysis of stock returns data is paramount in financial studies. We investigate the dynamics of volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and before the coronavirus disease (COVID-19 pandemic). The...
Persistent link: https://www.econbiz.de/10012596360
Via a first-order linear differential equation, we determine a general link between two different solutions of the MaxEnt variational problem, namely, the ones that correspond to using either Shannon’s or Tsallis’ entropies in the concomitant variational problem. It is shown that the two...
Persistent link: https://www.econbiz.de/10010742305
We discuss the correlation and entanglement of a three-level atom with a single-mode quantized field in a coherent state inside a phase-damped cavity. We analyze the influence of dissipation on the quantum and classical entropy. It has been shown that the quantum, classical and nonextensive...
Persistent link: https://www.econbiz.de/10010589495
This study introduces the constrained forms of the Shannon information entropy and Kullback–Leibler cross-entropy functions. Applicable to a closed system, these functions incorporate the constraints on the system in a generic fashion, irrespective of the form or even the number of the...
Persistent link: https://www.econbiz.de/10011057952
A two-parameter probability distribution is constructed by dilatation (or contraction) of the escort probability distribution. This transformation involves a physical probability distribution P associated with the system under study and an almost arbitrary reference probability distribution...
Persistent link: https://www.econbiz.de/10011060150