Validity of the third law of thermodynamics for the Tsallis entropy

Non-Additive Entropic Forms and Evolution Equations for Continuous and Discrete Probabilities

Increasing interest has been shown in the subject of non-additive entropic forms during recent years, which has essentially been due to their potential applications in the area of complex systems. Based on the fact that a given entropic form should depend only on a set of probabilities, its time evolution is directly related to the evolution of these probabilities. In the present work, we discuss some basic aspects related to non-additive entropies considering their time evolution in the cases of continuous and discrete probabilities, for which nonlinear forms of Fokker-Planck and master equations are considered, respectively. For continuous probabilities, we discuss an H-theorem, which is proven by connecting functionals that appear in a nonlinear Fokker-Planck equation with a general entropic form. This theorem ensures that the stationary-state solution of the Fokker-Planck equation coincides with the equilibrium solution that emerges from the extremization of the entropic form. At equilibrium, we show that a Carnot cycle holds for a general entropic form under standard thermodynamic requirements. In the case of discrete probabilities, we also prove an H-theorem considering the time evolution of probabilities described by a master equation. The stationary-state solution that comes from the master equation is shown to coincide with the equilibrium solution that emerges from the extremization of the entropic form. For this case, we also discuss how the third law of thermodynamics applies to equilibrium non-additive entropic forms in general. The physical consequences related to the fact that the equilibrium-state distributions, which are obtained from the corresponding evolution equations (for both continuous and discrete probabilities), coincide with those obtained from the extremization of the entropic form, the restrictions for the validity of a Carnot cycle, and an appropriate formulation of the third law of thermodynamics for general entropic forms are discussed.

Beyond Boltzmann-Gibbs-Shannon in Physics and Elsewhere

The pillars of contemporary theoretical physics are classical mechanics, Maxwell electromagnetism, relativity, quantum mechanics, and Boltzmann–Gibbs (BG) statistical mechanics –including its connection with thermodynamics. The BG theory describes amazingly well the thermal equilibrium of a plethora of so-called simple systems. However, BG statistical mechanics and its basic additive entropy SBG started, in recent decades, to exhibit failures or inadequacies in an increasing number of complex systems. The emergence of such intriguing features became apparent in quantum systems as well, such as black holes and other area-law-like scenarios for the von Neumann entropy. In a different arena, the efficiency of the Shannon entropy—as the BG functional is currently called in engineering and communication theory—started to be perceived as not necessarily optimal in the processing of images (e.g., medical ones) and time series (e.g., economic ones). Such is the case in the presence of generic long-range space correlations, long memory, sub-exponential sensitivity to the initial conditions (hence vanishing largest Lyapunov exponents), and similar features. Finally, we witnessed, during the last two decades, an explosion of asymptotically scale-free complex networks. This wide range of important systems eventually gave support, since 1988, to the generalization of the BG theory. Nonadditive entropies generalizing the BG one and their consequences have been introduced and intensively studied worldwide. The present review focuses on these concepts and their predictions, verifications, and applications in physics and elsewhere. Some selected examples (in quantum information, high- and low-energy physics, low-dimensional nonlinear dynamical systems, earthquakes, turbulence, long-range interacting systems, and scale-free networks) illustrate successful applications. The grounding thermodynamical framework is briefly described as well.

Rényi entropy yields artificial biases not in the data and incorrect updating due to the finite-size data

We show that the Rényi entropy implies artificial biases not warranted by the data and incorrect updating information due to the finite size of the data despite being additive. It is demonstrated that this is so because it does not conform to the system and subset independence axioms of Shore and Johnson [J. IEEE Trans. Inf. Theory 26, 26 (1980)IETTAW0018-944810.1109/TIT.1980.1056144]. We finally show that the escort averaged constraints do not remedy the situation.

Fractional generalized Cauchy process

This paper presents a fractional generalized Cauchy process (FGCP) with an additive and a multiplicative Gaussian white noise for describing subordinated anomalous fluctuations. The FGCP displays intermittent dynamics on random time durations, whose analytical representation is given by the Ito[over ̂] stochastic integral. The associated probability density function is given by a generalized Cauchy distribution at the stationary state. A fractional Feynman-Kac formula is utilized to show that weak ergodicity breaking of the FGCP depends on the existence of the subordinator and/or the divergence of variance.

Route from discreteness to the continuum for the Tsallis q-entropy

The existence and exact form of the continuum expression of the discrete nonlogarithmic q-entropy is an important open problem in generalized thermostatistics, since its possible lack implies that nonlogarithmic q-entropy is irrelevant for the continuous classical systems. In this work, we show how the discrete nonlogarithmic q-entropy in fact converges in the continuous limit and the negative of the q-entropy with continuous variables is demonstrated to lead to the (Csiszár type) q-relative entropy just as the relation between the continuous Boltzmann-Gibbs expression and the Kullback-Leibler relative entropy. As a result, we conclude that there is no obstacle for the applicability of the q-entropy to the continuous classical physical systems.