The typical set and entropy in stochastic systems with arbitrary phase space growth
Rudolf Hanel, Bernat Corominas-Murtra

TL;DR
This paper shows that typical sets, crucial for data compression and statistical stability, exist in a broad class of complex stochastic systems with arbitrary phase space growth, extending their applicability beyond traditional constraints.
Contribution
It demonstrates that typical sets can be defined using general entropy forms in diverse stochastic processes, including those with path dependence and long-range correlations.
Findings
Typical sets exist in systems with arbitrary phase space growth.
The results apply to processes with long-range correlations and path dependence.
Implications for data compression and understanding complex biological systems.
Abstract
The existence of the {\em typical set} is key for data compression strategies and for the emergence of robust statistical observables in macroscopic physical systems. Standard approaches derive its existence from a restricted set of dynamical constraints. However, given the enormous consequences for the understanding of the system's dynamics, and its role underlying the presence of stable, almost deterministic statistical patterns, a question arises whether typical sets exist in much more general scenarios. We demonstrate here that the typical set can be defined and characterized from general forms of entropy for a much wider class of stochastic processes than it was previously thought. This includes processes showing arbitrary path dependence, long range correlations or dynamic sampling spaces; suggesting that typicality is a generic property of stochastic processes, regardless of…
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Taxonomy
TopicsGene Regulatory Network Analysis · Complex Systems and Time Series Analysis · Advanced Thermodynamics and Statistical Mechanics
