A family of geometrical entropies for stochastic processes in path space (Q686797)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A family of geometrical entropies for stochastic processes in path space |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A family of geometrical entropies for stochastic processes in path space |
scientific article |
Statements
A family of geometrical entropies for stochastic processes in path space (English)
0 references
13 October 1993
0 references
One can obtain a meaningful concept of informational entropy of deterministic functions as a direct consequence of Shannon information theory. When one applies this model to the trajectory generated by a stochastic process (for instance a process driven by a Langevin equation), one arrives at new concepts of random entropy and of graph entropy (different from path entropy via path integral) for measuring the amount of uncertainty involved in this random phenomenon. The consistency with Shannon theory is complete. Mainly these definitions are not a new modelling made for convenience, but rather are straightforward consequences of classical results; they are geometrical entropies directly related to the theory of fractals and complexity.
0 references
informational entropy of deterministic functions
0 references
Shannon information theory
0 references
stochastic process
0 references
Langevin equation
0 references
random entropy
0 references
graph entropy
0 references
fractals
0 references
complexity
0 references