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Research
p. 4553-4568
Received: 5 August 2013 / Revised: 10 October 2013 / Accepted: 11 October 2013 / Published: 24 October 2013

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Abstract: We analyze information diffusion using empirical data that tracks online communication around two instances of mass political mobilization that took place in Spain in 2011 and 2012. We also analyze protest-related communications during the year that elapsed between those protests. We compare the global properties of the topological and dynamic networks through which communication took place, as well as local changes in network composition. We show that changes in network structure underlie aggregated differences on how information diffused: an increase in network hierarchy is accompanied by a reduction in the average size of cascades. The increasing hierarchy affects not only the underlying communication topology but also the more dynamic structure of information exchange; the increase is especially noticeable amongst certain categories of nodes (or users). Our findings suggest that the relationship between the structure of networks and their function in diffusing information is not as straightforward as some theoretical models of diffusion in networks imply.

p. 4569-4588
Received: 6 August 2013 / Revised: 15 October 2013 / Accepted: 18 October 2013 / Published: 24 October 2013

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Abstract: Coarse-grained models of soft matter are usually combined with implicit solvent models that take the electrostatic polarizability into account via a dielectric background. In biophysical or nanoscale simulations that include water, this constant can vary greatly within the system. Performing molecular dynamics or other simulations that need to compute exact electrostatic interactions between charges in those systems is computationally demanding. We review here several algorithms developed by us that perform exactly this task. For planar dielectric surfaces in partial periodic boundary conditions, the arising image charges can be either treated with the MMM2D algorithm in a very efficient and accurate way or with the electrostatic layer correction term, which enables the user to use his favorite 3D periodic Coulomb solver. Arbitrarily-shaped interfaces can be dealt with using induced surface charges with the induced charge calculation (ICC*) algorithm. Finally, the local electrostatics algorithm, MEMD(Maxwell Equations Molecular Dynamics), even allows one to employ a smoothly varying dielectric constant in the systems. We introduce the concepts of these three algorithms and an extension for the inclusion of boundaries that are to be held fixed at a constant potential (metal conditions). For each method, we present a showcase application to highlight the importance of dielectric interfaces.

p. 4589-4606
Received: 16 September 2013 / Revised: 6 October 2013 / Accepted: 21 October 2013 / Published: 25 October 2013

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Abstract: The present work investigates numerically the inherent irreversibility in a steady flow of a couple stress fluid through a vertical channel packed with saturated porous substances. The First and Second Laws of Thermodynamics are applied to analyze the problem. The nonlinear governing equations in Cartesian coordinates are obtained and solved numerically using shooting methods together with a Runge-Kutta Fehlberg integration scheme. The entropy generation number is computed by utilizing the velocity and temperature profiles. The effects of various physical parameters on the flow and heat transfer characteristics, as well as entropy generation rates and Bejan number, are investigated through graphs.

p. 4607-4621
Received: 30 August 2013 / Revised: 19 October 2013 / Accepted: 23 October 2013 / Published: 28 October 2013

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Abstract: In the literature, Markowitz’s mean-variance model and its variants have been shown to yield portfolios that put excessive weights on only a few assets. Many diversity constraints were proposed and added to these models to avoid such overly concentrated portfolios. However, since these diversity constraints are formulated differently, it becomes difficult to compare them and study their relationships. This paper proposes a canonical form for the commonly used diversity constraints in the literature, and shows how to transform these diversity constraints into this canonical form. Furthermore, this paper compares these diversity constraints (in the canonical form with the same upper bound) on their ability to shrink the feasible region of the portfolio optimization problem. The results show a subset relation among their feasible regions.

p. 4622-4633
Received: 8 September 2013 / Revised: 21 October 2013 / Accepted: 22 October 2013 / Published: 28 October 2013

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Abstract: In a previous paper (C. Cafaro et al. , 2012), we compared an uncorrelated 3D Gaussian statistical model to an uncorrelated 2D Gaussian statistical model obtained from the former model by introducing a constraint that resembles the quantum mechanical canonical minimum uncertainty relation. Analysis was completed by way of the information geometry and the entropic dynamics of each system. This analysis revealed that the chaoticity of the 2D Gaussian statistical model, quantified by means of the Information Geometric Entropy (IGE), is softened or weakened with respect to the chaoticity of the 3D Gaussian statistical model, due to the accessibility of more information. In this companion work, we further constrain the system in the context of a correlation constraint among the system’s micro-variables and show that the chaoticity is further weakened, but only locally . Finally, the physicality of the constraints is briefly discussed, particularly in the context of quantum entanglement.

p. 4634-4647
Received: 8 September 2013 / Revised: 6 October 2013 / Accepted: 21 October 2013 / Published: 28 October 2013

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Abstract: The law of multiplicative error is presented for independent observations and correlated observations represented by the q-product, respectively. We obtain the standard log-normal distribution in the former case and the log-q-normal distribution in the latter case. Queirós’ q-log normal distribution is also reconsidered in the framework of the law of error. These results are presented with mathematical conditions to give rise to these distributions.

p. 4648-4667
Received: 3 July 2013 / Revised: 29 September 2013 / Accepted: 30 September 2013 / Published: 29 October 2013

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Abstract: Consider a setting in which agents can take one of two ordered actions and in which the incentive to take the high action increases in the number of other agents taking it. Furthermore, assume that we do not know anything else about the game being played. What can we say about the details of the interaction between actions and incentives when we observe a set or a subset of all possible equilibria? In this paper, we study this question by exploring three nested classes of games: (a) binary games of strategic complements; (b) games in (a) that admit a network representation; and (c) games in (b) in which the network is complete. Our main results are the following: It has long been established in the literature that the set of pure strategy Nash equilibria of any binary game of strategic complements among a set, N, of agents can be seen as a lattice on the set of all subsets of N under the partial order defined by the set inclusion relation (C). If the game happens to be strict in the sense that agents are never indifferent among outcomes (games in (a)), then the resulting lattice of equilibria satisfies a straightforward sparseness condition. (1) We show that, in fact, for each such lattice, L, there is a game in (a), such that its set of equilibria is L (we say that such a game expresses L); (2) We show that there exists a game in (b), whose set of equilibria contains a given collection, C, of subsets of N, if and only C satisfies the sparseness condition, and the smallest game in (a) expressing C is trade robust; (3) We show that there exists a game on the complete graph (games in (c)), whose set of equilibria coincides with some collection, C, if and only if C is a chain satisfying the sparseness condition.

p. 4668-4699
Received: 3 August 2013 / Revised: 11 September 2013 / Accepted: 17 October 2013 / Published: 31 October 2013

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Abstract: We consider Bayesian estimation of information-theoretic quantities from data, using a Dirichlet prior. Acknowledging the uncertainty of the event space size m and the Dirichlet prior’s concentration parameter c , we treat both as random variables set by a hyperprior. We show that the associated hyperprior, P ( c, m ) , obeys a simple “Irrelevance of Unseen Variables” (IUV) desideratum iff P ( c, m ) = P ( c ) P ( m ) . Thus, requiring IUV greatly reduces the number of degrees of freedom of the hyperprior. Some information-theoretic quantities can be expressed multiple ways, in terms of different event spaces, e.g., mutual information. With all hyperpriors (implicitly) used in earlier work, different choices of this event space lead to different posterior expected values of these information-theoretic quantities. We show that there is no such dependence on the choice of event space for a hyperprior that obeys IUV. We also derive a result that allows us to exploit IUV to greatly simplify calculations, like the posterior expected mutual information or posterior expected multi-information. We also use computer experiments to favorably compare an IUV-based estimator of entropy to three alternative methods in common use. We end by discussing how seemingly innocuous changes to the formalization of an estimation problem can substantially affect the resultant estimates of posterior expectations.

p. 4700-4715
Received: 23 August 2013 / Revised: 20 October 2013 / Accepted: 22 October 2013 / Published: 31 October 2013

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Abstract: This paper investigates not fully explained voltage offsets observed by several researchers during the measurement of the Seebeck coefficient of high Z materials. These offsets, traditionally attributed to faulty laboratory procedures, have proven to have an irreducible component that cannot be fully eliminated in spite of careful laboratory procedures. In fact, these offsets are commonly observed and routinely subtracted out of commercially available Seebeck measurement systems. This paper offers a possible explanation based on the spontaneous formation of an adiabatic temperature gradient in the presence of a force field. The diffusion-diffusion heat transport mechanism is formulated and applied to predict two new thermoelectric effects. The first is the existence of a temperature gradient across a potential barrier in a semiconductor and the second is the Onsager reciprocal of the first, that is, the presence of a measureable voltage that arises across a junction when the temperature gradient is forced to zero by a thermal clamp. Suggested future research includes strategies for utilizing the new thermoelectric effects.

p. 4716-4731
Received: 15 August 2013 / Revised: 15 October 2013 / Accepted: 24 October 2013 / Published: 31 October 2013

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Abstract: Application requirements for avionics are often very strict. For example, the heat sinks of avionics need very good temperature uniformity, but the flow rate of coolant is very restricted. In addition, the use of micro-channels is not recommended due to the potential clogging issue. Considering these design requirements, we will discuss a multiple-objective optimal design method to obtain a good stacked mini-channel structure for avionics applications. In our thermal design, the design variables are the mini-channel geometry parameters. Temperature uniformity, entropy generation, max temperature of heat sink and pump work are chosen as the objective functions. A Multi Objective Genetic Algorithm (MOGA) and Fluent solver are used together to minimize multiple objective functions subject to constraints, and locate the Pareto front. By analyzing the multiple objective optimal results, we can draw the conclusion that the objective functions of T_{max} and s_{g} have same effect on the optimization, and the multiple optimal results are a set and not a single value. If mostly focusing on the temperature uniformity, we can recommend some optimal structures to design a stacked mini-channel heat sink.

p. 4732-4747
Received: 6 October 2013 / Revised: 26 October 2013 / Accepted: 29 October 2013 / Published: 4 November 2013

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Abstract: We demonstrate that the q -exponential family particularly admits natural geometrical structures among deformed exponential families. The property is the invariance of structures with respect to a general linear group, which transitively acts on the space of positive definite matrices. We prove this property via the correspondence between information geometry induced by a deformed potential on the space and the one induced by what we call β-divergence defined on the q-exponential family with q = β + 1. The results are fundamental in robust multivariate analysis using the q-Gaussian family.

p. 4782-4801
Received: 26 August 2013 / Revised: 27 September 2013 / Accepted: 29 October 2013 / Published: 4 November 2013

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Abstract: The paper addresses image feature characterization and the structuring of large and heterogeneous image databases through the stochasticity or randomness appearance. Measuring stochasticity involves finding suitable representations that can significantly reduce statistical dependencies of any order. Wavelet packet representations provide such a framework for a large class of stochastic processes through an appropriate dictionary of parametric models. From this dictionary and the Kolmogorov stochasticity index, the paper proposes semantic stochasticity templates upon wavelet packet sub-bands in order to provide high level classification and content-based image retrieval. The approach is shown to be relevant for texture images.

(This article belongs to the Special Issue

Big Data )

p. 4802-4821
Received: 13 August 2013 / Revised: 28 October 2013 / Accepted: 31 October 2013 / Published: 5 November 2013

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Abstract: Although substantial progress has been made in recent years in research onsheared granular matter, relatively few studies concentrate on the behavior of materials withvery strong polydispersity. In this paper, shear deformation of a two-dimensional granularmaterial composed of frictional disk-shaped grains with power-law size distribution isanalyzed numerically with a finite-difference model. The analysis of the results concentrateson those aspects of the behavior of the modeled system that are related to its polydispersity. Itis demonstrated that many important global material properties are dependent on the behaviorof the largest grains from the tail of the size distribution. In particular, they are responsiblefor global correlation of velocity anomalies emerging at the jamming transition. They alsobuild a skeleton of the global contact and force networks in shear-jammed systems, leadingto the very open, “sparse” structure of those networks, consisting of only ~ 35% of all grains.The details of the model are formulated so that it represents fragmented sea ice moving ona two-dimensional sea surface; however, the results are relevant for other types of stronglypolydisperse granular materials, as well.

p. 4822-4843
Received: 26 July 2013 / Revised: 7 October 2013 / Accepted: 21 October 2013 / Published: 6 November 2013

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Abstract: The present study examines embedded open parallel microchannels within a micropatterned permeable surface for reducing entropy generation in MHD fluid flow in microscale systems. A local similarity solution for the transformed governing equations is obtained. The governing partial differential equations along with the boundary conditions are first cast into a dimensionless form and then the reduced ordinary differential equations are solved numerically via the Dormand-Prince pair and shooting method. The dimensionless entropy generation number is formulated by an integral of the local rate of entropy generation along the width of the surface based on an equal number of microchannels and no-slip gaps interspersed between those microchannels. Finally, the entropy generation numbers, as well as the Bejan number, are investigated. It is seen that surface-embedded microchannels can successfully reduce entropy generation in the presence of an applied magnetic field.

p. 4889-4908
Received: 17 September 2013 / Revised: 31 October 2013 / Accepted: 6 November 2013 / Published: 11 November 2013

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Abstract: In phenomenological thermodynamics, the canonical coordinates of a physical system split in pairs, with each pair consisting of an extensive quantity and an intensive one. In the present paper, the quasithermodynamic fluctuation theory of a model system of a large number of oscillators is extended to statistical thermodynamics based on the idea of perceiving the fluctuations of intensive variables as the fluctuations of specific extensive ones in a “thermodynamically dual” system. The extension is motivated by the symmetry of the problem in the context of an analogy with quantum mechanics, which is stated in terms of a generalized Pauli problem for the thermodynamic fluctuations. The doubled Boltzmann constant divided by the number of particles plays a similar role as the Planck constant.

p. 4932-4955
Received: 24 September 2013 / Revised: 30 October 2013 / Accepted: 31 October 2013 / Published: 13 November 2013

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Abstract: Reciprocity is a vital feature of social networks, but relatively little is known about its temporal structure or the mechanisms underlying its persistence in real world behavior. In pursuit of these two questions, we study the stationary and dynamical signals of reciprocity in a network of manioc beer (Spanish: chicha; Tsimane’: shocdye’) drinking events in a Tsimane’ village in lowland Bolivia. At the stationary level, our analysis reveals that social exchange within the community is heterogeneously patterned according to kinship and spatial proximity. A positive relationship between the frequencies at which two families host each other, controlling for kinship and proximity, provides evidence for stationary reciprocity. Our analysis of the dynamical structure of this network presents a novel method for the study of conditional, or non-stationary, reciprocity effects. We find evidence that short-timescale reciprocity (within three days) is present among non- and distant-kin pairs; conversely, we find that levels of cooperation among close kin can be accounted for on the stationary hypothesis alone.

p. 4956-4968
Received: 1 August 2013 / Revised: 29 October 2013 / Accepted: 31 October 2013 / Published: 13 November 2013

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Abstract: In thermodynamics, one considers thermal systems and the maximization of entropy subject to the conservation of energy. A consequence is Landauer’s erasure principle, which states that the erasure of one bit of information requires a minimum energy cost equal to kT ln(2), where T is the temperature of a thermal reservoir used in the process and k is Boltzmann’s constant. Jaynes, however, argued that the maximum entropy principle could be applied to any number of conserved quantities, which would suggest that information erasure may have alternative costs. Indeed, we showed recently that by using a reservoir comprising energy degenerate spins and subject to conservation of angular momentum, the cost of information erasure is in terms of angular momentum rather than energy. Here, we extend this analysis and derive the minimum cost of information erasure for systems where different conservation laws operate. We find that, for each conserved quantity, the minimum resource needed to erase one bit of memory is λ^{-1} ln(2), where λ is related to the average value of the conserved quantity. The costs of erasure depend, fundamentally, on both the nature of the physical memory element and the reservoir with which it is coupled.

p. 4969-4992
Received: 12 August 2013 / Revised: 4 November 2013 / Accepted: 7 November 2013 / Published: 14 November 2013

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Abstract: For evaluating the classification model of an information system, a proper measure is usually needed to determine if the model is appropriate for dealing with the specific domain task. Though many performance measures have been proposed, few measures were specially defined for multi-class problems, which tend to be more complicated than two-class problems, especially in addressing the issue of class discrimination power. Confusion entropy was proposed for evaluating classifiers in the multi-class case. Nevertheless, it makes no use of the probabilities of samples classified into different classes. In this paper, we propose to calculate confusion entropy based on a probabilistic confusion matrix. Besides inheriting the merit of measuring if a classifier can classify with high accuracy and class discrimination power, probabilistic confusion entropy also tends to measure if samples are classified into true classes and separated from others with high probabilities. Analysis and experimental comparisons show the feasibility of the simply improved measure and demonstrate that the measure does not stand or fall over the classifiers on different datasets in comparison with the compared measures.

p. 4993-5011
Received: 8 September 2013 / Revised: 21 October 2013 / Accepted: 30 October 2013 / Published: 15 November 2013

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Abstract: Maritime cognitive radio networks (MCRNs) have recently been proposed for opportunistic utilization of the licensed band. Spectrum sensing is one of the key issues for the successful deployment of the MCRNs. The maritime environment is unique in terms of radio wave propagation over water, surface reflection and wave occlusions. In order to deal with the challenging maritime environment, we proposed an optimal entropy-based cooperative spectrum sensing. As the results of spectrum sensing are sensitive to the number of samples in an entropy-based local detection scheme, we first calculated the optimal number of samples. Next, a cooperative spectrum sensing scheme considering the conditions of the sea environment is proposed. Finally, the throughput optimization of the m-out-of-n rule is considered. Results revealed that although the existing schemes work well for the lower sea states, they fail to perform at higher sea states. Moreover, simulation results also indicated the robustness of the entropy-based scheme and the proposed cooperative spectrum sensing scheme at higher sea states in comparison with the traditional energy detector.

p. 5012-5021
Received: 20 September 2013 / Revised: 10 November 2013 / Accepted: 13 November 2013 / Published: 18 November 2013

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Abstract: The pure elements Ti, Zr, Cr, Nb were selected to produce an TiCrZrNb alloy target and deposited thin films thereof by a reactive high vacuum DC sputtering process. Nitrogen was used as the reactive gas to deposit the nitride thin films. The effect of nitriding on the properties of the TiCrZrNbN_{x} film was tested by changing the nitrogen ratio of the atmosphere. All of the as-deposited TiCrZrNbN_{x} nitride films exhibited an amorphous structure. The film thickness decreases by increasing the N_{2} flow rate, because the Ar flow rate decreased and the target was poisoned by nitrogen. The hardness and Young’s modulus were also measured by a nano-indenter. The hardness and Young’s modulus of the TiCrZrNbN_{x} nitride films were all lower than those of a TiCrZrNb metallic film.

p. 5022-5052
Received: 31 July 2013 / Revised: 8 November 2013 / Accepted: 8 November 2013 / Published: 18 November 2013

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Abstract: Solar flare prediction has become a forefront topic in contemporary solar physics, with numerous published methods relying on numerous predictive parameters, that can even be divided into parameter classes. Attempting further insight, we focus on two popular classes of flare-predictive parameters, namely multiscale (i.e., fractal and multifractal) and proxy (i.e., morphological) parameters, and we complement our analysis with a study of the predictive capability of fundamental physical parameters (i.e., magnetic free energy and relative magnetic helicity). Rather than applying the studied parameters to a comprehensive statistical sample of flaring and non-flaring active regions, that was the subject of our previous studies, the novelty of this work is their application to an exceptionally long and high-cadence time series of the intensely eruptive National Oceanic and Atmospheric Administration (NOAA) active region (AR) 11158, observed by the Helioseismic and Magnetic Imager on board the Solar Dynamics Observatory. Aiming for a detailed study of the temporal evolution of each parameter, we seek distinctive patterns that could be associated with the four largest flares in the AR in the course of its five-day observing interval. We find that proxy parameters only tend to show preflare impulses that are practical enough to warrant subsequent investigation with sufficient statistics. Combining these findings with previous results, we conclude that: (i) carefully constructed, physically intuitive proxy parameters may be our best asset toward an efficient future flare-forecasting; and (ii) the time series of promising parameters may be as important as their instantaneous values. Value-based prediction is the only approach followed so far. Our results call for novel signal and/or image processing techniques to efficiently utilize combined amplitude and temporal-profile information to optimize the inferred solar-flare probabilities.

p. 5053-5064
Received: 13 September 2013 / Revised: 25 October 2013 / Accepted: 15 November 2013 / Published: 19 November 2013

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Abstract: How do macroscopic systems react to imposed external forces? Attempts to answer this question by a general principle have a long history. The general feeling is that the macroscopic systems in their reaction to imposed external forces follow some kind of optimization strategy in which their internal structure is changed so that they offer the least possible resistance. What is the potential involved in such optimization? It is often suggested that it is entropy or entropy production. But entropy is a potential arising in thermodynamics of externally unforced macroscopic systems. What exactly shall we understand by a mesoscopic entropy of externally driven systems and how shall we find it for a specific macroscopic system?

p. 5065-5083
Received: 2 September 2013 / Revised: 30 October 2013 / Accepted: 5 November 2013 / Published: 19 November 2013

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Abstract: Using a generalized Doob’s h-transform we consider the zero-range process (ZRP) conditioned to carry an atypical current, with focus on the regime where the Gallavotti-Cohen symmetry loses its validity. For a single site we compute explicitly the boundary injection and absorption rates of an effective process which maps to a biased random walk. Our approach provides a direct probabilistic confirmation of the theory of “instantaneous condensation” which was proposed some while ago to explain the dynamical origin of the the failure of the Gallavotti-Cohen symmetry for high currents in the ZRP. However, it turns out that for stochastic dynamics with infinite state space care needs to be taken in the application of the Doob’s transform—we discuss in detail the sense in which the effective dynamics can be interpreted as “typical” for different regimes of the current phase diagram.

Review
p. 4748-4781
Received: 2 August 2013 / Revised: 9 October 2013 / Accepted: 10 October 2013 / Published: 4 November 2013

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Abstract: The original rationale and impetus for artificial genetic modification was the “central dogma” of molecular biology that assumed DNA carries all the instructions for making an organism, which are transmitted via RNA to protein to biological function in linear causal chains. This is contrary to the reality of the “fluid genome” that has emerged since the mid-1970s. In order to survive, the organism needs to engage in natural genetic modification in real time, an exquisitely precise molecular dance of life with RNA and DNA responding to and participating in “downstream” biological functions. Artificial genetic modification, in contrast, is crude, imprecise, and interferes with the natural process. It drives natural systems towards maximum biosemiotic entropy as the perturbations are propagated and amplified through the complex cascades of interactions between subsystems that are essential for health and longevity.

p. 4844-4888
Received: 16 September 2013 / Revised: 22 October 2013 / Accepted: 22 October 2013 / Published: 7 November 2013

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Abstract: This review provides a summary of methods originated in (non-equilibrium) statistical mechanics and information theory, which have recently found successful applications to quantitatively studying complexity in various components of the complex system Earth. Specifically, we discuss two classes of methods: (i) entropies of different kinds (e.g., on the one hand classical Shannon and R´enyi entropies, as well as non-extensive Tsallis entropy based on symbolic dynamics techniques and, on the other hand, approximate entropy, sample entropy and fuzzy entropy); and (ii) measures of statistical interdependence and causality (e.g., mutual information and generalizations thereof, transfer entropy, momentary information transfer). We review a number of applications and case studies utilizing the above-mentioned methodological approaches for studying contemporary problems in some exemplary fields of the Earth sciences, highlighting the potentials of different techniques.

p. 4909-4931
Received: 27 September 2013 / Revised: 20 October 2013 / Accepted: 30 October 2013 / Published: 11 November 2013

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Abstract: Although the concept of entropy is originated from thermodynamics, its concepts and relevant principles, especially the principles of maximum entropy and minimum cross-entropy, have been extensively applied in finance. In this paper, we review the concepts and principles of entropy, as well as their applications in the field of finance, especially in portfolio selection and asset pricing. Furthermore, we review the effects of the applications of entropy and compare them with other traditional and new methods.

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