Kolmogorov–Sinai entropy from recurrence times

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Kolmogorov–Sinai entropy from recurrence times

Observing how long a dynamical system takes to return to some state is one of the most simple ways to model and quantify its dynamics from data series. This work proposes two formulas to estimate the KS entropy and a lower bound of it, a sort of Shannon’s entropy per unit of time, from the recurrence times of chaotic systems. One formula provides the KS entropy and is more theoretically oriente...

متن کامل

Random Entropy and Recurrence

1. Motivation and introduction. In [1], the concept of random entropy associated with a Zd random group action was introduced and studied. Every such Zd random group action is generated via a cocycle. (For the readers with a probabilistic background, a cocycle is a generalization of an ordinary random walk, the main difference being the fact that cocycles are generally indexed by Zd rather than...

متن کامل

Entropy Estimation and Fluctuations of Hitting and Recurrence times for Gibbsian Sources

Motivated by entropy estimation from chaotic time series, we provide a comprehensive analysis of hitting times of cylinder sets in the setting of Gibbsian sources. We prove two strong approximation results from which we easily deduce pointwise convergence to entropy, lognormal fluctuations, precise large deviation estimates and an explicit formula for the hitting-time multifractal spectrum. It ...

متن کامل

From Rates of Mixing to Recurrence times via Large Deviations

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of correlations. Such geometric structures are generally highly non-trivial and thus a natural question is the extent to which this approach can be applied. In this pap...

متن کامل

Entropy of weighted recurrence plots.

The Shannon entropy of a time series is a standard measure to assess the complexity of a dynamical process and can be used to quantify transitions between different dynamical regimes. An alternative way of quantifying complexity is based on state recurrences, such as those available in recurrence quantification analysis. Although varying definitions for recurrence-based entropies have been sugg...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Physics Letters A

سال: 2010

ISSN: 0375-9601

DOI: 10.1016/j.physleta.2009.12.057