IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v468y2017icp30-43.html
   My bibliography  Save this article

On the average uncertainty for systems with nonlinear coupling

Author

Listed:
  • Nelson, Kenric P.
  • Umarov, Sabir R.
  • Kon, Mark A.

Abstract

The increased uncertainty and complexity of nonlinear systems have motivated investigators to consider generalized approaches to defining an entropy function. New insights are achieved by defining the average uncertainty in the probability domain as a transformation of entropy functions. The Shannon entropy when transformed to the probability domain is the weighted geometric mean of the probabilities. For the exponential and Gaussian distributions, we show that the weighted geometric mean of the distribution is equal to the density of the distribution at the location plus the scale (i.e. at the width of the distribution). The average uncertainty is generalized via the weighted generalized mean, in which the moment is a function of the nonlinear source. Both the Rényi and Tsallis entropies transform to this definition of the generalized average uncertainty in the probability domain. For the generalized Pareto and Student’s t-distributions, which are the maximum entropy distributions for these generalized entropies, the appropriate weighted generalized mean also equals the density of the distribution at the location plus scale. A coupled entropy function is proposed, which is equal to the normalized Tsallis entropy divided by one plus the coupling.

Suggested Citation

  • Nelson, Kenric P. & Umarov, Sabir R. & Kon, Mark A., 2017. "On the average uncertainty for systems with nonlinear coupling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 30-43.
    • Handle: RePEc:eee:phsmap:v:468:y:2017:i:c:p:30-43
    DOI: 10.1016/j.physa.2016.09.046
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437116306719
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2016.09.046?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. de Souza, AndréM.C. & Tsallis, Constantino, 1997. "Student's t- and r-distributions: Unified derivation from an entropic variational principle," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 236(1), pages 52-57.
    2. Steven H. Strogatz, 2001. "Exploring complex networks," Nature, Nature, vol. 410(6825), pages 268-276, March.
    3. Burlaga, L.F. & -Viñas, A.F., 2005. "Triangle for the entropic index q of non-extensive statistical mechanics observed by Voyager 1 in the distant heliosphere," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 356(2), pages 375-384.
    4. Nelson, Kenric P. & Umarov, Sabir, 2010. "Nonlinear statistical coupling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(11), pages 2157-2163.
    5. Oikonomou, Th., 2007. "Tsallis, Rényi and nonextensive Gaussian entropy derived from the respective multinomial coefficients," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(1), pages 119-134.
    6. Nelson, Kenric P., 2015. "A definition of the coupled-product for multivariate coupled-exponentials," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 422(C), pages 187-192.
    7. Borges, Ernesto P., 2004. "A possible deformed algebra and calculus inspired in nonextensive thermostatistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 340(1), pages 95-101.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nelson, Kenric P., 2022. "Independent Approximates enable closed-form estimation of heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 601(C).
    2. Zubillaga, Bernardo J. & Vilela, André L.M. & Wang, Chao & Nelson, Kenric P. & Stanley, H. Eugene, 2022. "A three-state opinion formation model for financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
    3. Nelson, Kenric P. & Kon, Mark A. & Umarov, Sabir R., 2019. "Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 248-257.
    4. Bafghi, Seyed Mohammad Amin Tabatabaei & Kamalvand, Mohammad & Morsali, Ali & Bozorgmehr, Mohammad Reza, 2018. "Radial distribution function within the framework of the Tsallis statistical mechanics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 857-867.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nelson, Kenric P. & Kon, Mark A. & Umarov, Sabir R., 2019. "Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 248-257.
    2. Oikonomou, Thomas & Tirnakli, Ugur, 2009. "Generalized entropic structures and non-generality of Jaynes’ Formalism," Chaos, Solitons & Fractals, Elsevier, vol. 42(5), pages 3027-3034.
    3. Nelson, Kenric P., 2015. "A definition of the coupled-product for multivariate coupled-exponentials," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 422(C), pages 187-192.
    4. Suyari, Hiroki & Wada, Tatsuaki, 2008. "Multiplicative duality, q-triplet and (μ,ν,q)-relation derived from the one-to-one correspondence between the (μ,ν)-multinomial coefficient and Tsallis entropy Sq," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 71-83.
    5. Nelson, Kenric P., 2022. "Independent Approximates enable closed-form estimation of heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 601(C).
    6. Emerson, Isaac Arnold & Amala, Arumugam, 2017. "Protein contact maps: A binary depiction of protein 3D structures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 782-791.
    7. Ruiz Vargas, E. & Mitchell, D.G.V. & Greening, S.G. & Wahl, L.M., 2014. "Topology of whole-brain functional MRI networks: Improving the truncated scale-free model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 151-158.
    8. Igor Belykh & Mateusz Bocian & Alan R. Champneys & Kevin Daley & Russell Jeter & John H. G. Macdonald & Allan McRobie, 2021. "Emergence of the London Millennium Bridge instability without synchronisation," Nature Communications, Nature, vol. 12(1), pages 1-14, December.
    9. Berahmand, Kamal & Bouyer, Asgarali & Samadi, Negin, 2018. "A new centrality measure based on the negative and positive effects of clustering coefficient for identifying influential spreaders in complex networks," Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 41-54.
    10. Zhang, Yun & Liu, Yongguo & Li, Jieting & Zhu, Jiajing & Yang, Changhong & Yang, Wen & Wen, Chuanbiao, 2020. "WOCDA: A whale optimization based community detection algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    11. Soh, Harold & Lim, Sonja & Zhang, Tianyou & Fu, Xiuju & Lee, Gary Kee Khoon & Hung, Terence Gih Guang & Di, Pan & Prakasam, Silvester & Wong, Limsoon, 2010. "Weighted complex network analysis of travel routes on the Singapore public transportation system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5852-5863.
    12. Wang, Qingyun & Duan, Zhisheng & Chen, Guanrong & Feng, Zhaosheng, 2008. "Synchronization in a class of weighted complex networks with coupling delays," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(22), pages 5616-5622.
    13. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
    14. He, He & Yang, Bo & Hu, Xiaoming, 2016. "Exploring community structure in networks by consensus dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 342-353.
    15. Wu, Tianyu & Huang, Xia & Chen, Xiangyong & Wang, Jing, 2020. "Sampled-data H∞ exponential synchronization for delayed semi-Markov jump CDNs: A looped-functional approach," Applied Mathematics and Computation, Elsevier, vol. 377(C).
    16. Yang, Hyeonchae & Jung, Woo-Sung, 2016. "Structural efficiency to manipulate public research institution networks," Technological Forecasting and Social Change, Elsevier, vol. 110(C), pages 21-32.
    17. Zhu, Mixin & Zhou, Xiaojun, 2023. "Hybrid opportunistic maintenance policy for serial-parallel multi-station manufacturing systems with spare part overlap," Reliability Engineering and System Safety, Elsevier, vol. 236(C).
    18. Ye, Dan & Yang, Xiang & Su, Lei, 2017. "Fault-tolerant synchronization control for complex dynamical networks with semi-Markov jump topology," Applied Mathematics and Computation, Elsevier, vol. 312(C), pages 36-48.
    19. Dragicevic, Arnaud Z. & Sinclair-Desgagné, Bernard, 2013. "Sustainable network dynamics," Ecological Modelling, Elsevier, vol. 270(C), pages 43-53.
    20. Luo, Mengzhuo & Liu, Xinzhi & Zhong, Shouming & Cheng, Jun, 2018. "Synchronization of multi-stochastic-link complex networks via aperiodically intermittent control with two different switched periods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 20-38.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:468:y:2017:i:c:p:30-43. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.