Entropy of random chaotic interval map with noise which causes coarse-graining

DOI10.1016/J.JMAA.2014.01.013MaRDI QIDQ2338741zbMATH OpenOpenAlexWikidataFDO

Authors Kouji Yano

Publication date 27 March 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.1848

zbMATH Keywords

entropy of Markov chainLyapunov exponentnoise-induced phenomenarandom dynamical system

Mathematics Subject Classification ID

Entropy and other invariants (28D20) Generation, random and stochastic difference and differential equations (37H10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Entropy in general topology (54C70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: A random chaotic interval map with noise which causes coarse-graining induces a finite-state Markov chain. For a map topologically conjugate to a piecewise-linear map with the Lebesgue measure being ergodic, we prove that the Shannon entropy for the induced Markov chain possesses a finite limit as the noise level tends to zero. In most cases, the limit turns out to be strictly greater than the Lyapunov exponent of the original map without noise.

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Cited in

(1)

• Entropy Analysis of Noise Contaminated Sequences

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