The algorithmic information content for randomly perturbed systems

DOI10.3934/DCDSB.2004.4.921zbMath1060.37005arXivmath/0309462OpenAlexW1964684355MaRDI QIDQ1884250

Claudio Bonanno

Publication date: 27 October 2004

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0309462

zbMATH Keywords

dynamical systemstime serieswhite noiserandom perturbationKolmogorov-Sinai entropyalgorithmic information content

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Entropy and other invariants (28D20) White noise theory (60H40) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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