Search results for "Shannon entropy"

Entropy, Benford’s first digit law, and the distribution of everything

2010

Information dynamics: Temporal behavior of uncertainty measures

2008

We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tool are the information theory methods and inequalities satisfied by Fisher and Shannon information measures. We focus on a compatibility of these inequalities with the prescribed (deterministic, random or quantum) temporal behavior of pertinent probability densities.

Propagation of Bankruptcy Risk over Scale-Free Economic Networks.

2022

The propagation of bankruptcy-induced shocks across domestic and global economies is sometimes very dramatic; this phenomenon can be modelled as a dynamical process in economic networks. Economic networks are usually scale-free, and scale-free networks are known to be vulnerable with respect to targeted attacks, i.e., attacks directed towards the biggest nodes of the network. Here we address the following question: to what extent does the scale-free nature of economic networks and the vulnerability of the biggest nodes affect the propagation of economic shocks? We model the dynamics of bankruptcies as the propagation of financial contagion across the banking sector over a scale-free network…