Entropy production and Kullback-Leibler divergence between stationary trajectories of discrete systems
نویسندگان
چکیده
منابع مشابه
Entropy and Kullback-Leibler divergence estimation based on Szegö's theorem
In this work, a new technique for the estimation of the Shannon’s entropy and the Kullback-Leibler (KL) divergence for one dimensional data is presented. The estimator is based on the Szegö’s theorem for sequences of Toeplitz matrices, which deals with the asymptotic behavior of the eigenvalues of those matrices, and the analogy between a probability density function (PDF) and a power spectral ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2012
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.85.031129