Entropy-Based Characterization of Fluctuations in Stochastically Perturbed Integrable Hamiltonian Systems
Abstract
We study the entropy characteristics of stochastic fluctuations arising from randomly perturbed integrable Hamiltonian systems. Starting from action-angle dynamics, we derive a discrete fluctuation process and investigate its asymptotic randomness from both dynamical and information theoretic perspectives.
On the dynamical side, we establish an entropy variational principle for the induced shift dynamics on an energy-constrained infinite-dimensional path space. We show that, among all invariant probability measures satisfying the asymptotic energy constraint inherent to the system, the maximal entropy rate is attained by a Gaussian product measure. This establishes an entropy variational principle for stochastic dynamical trajectories under an asymptotic energy constraint.
On the statistical side, we characterize the asymptotic Gaussian behavior of accumulated fluctuations through information-theoretic convergence. Beyond weak convergence given by the central limit theorem, we prove convergence of relative entropy and total variation distance between the fluctuation distributions and their Gaussian limits.
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