Entrance time and Rényi entropy

DOI10.1142/S0219493715500276MaRDI QIDQ3453147zbMATH OpenOpenAlexFDO

Authors Chinmaya Gupta, Nicolai Haydn, Milton Ko, Erika Alejandra Rada-Mora

Publication date 20 November 2015

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.4476

zbMATH Keywords

\(\phi\)-mixingRényi entropygrowth rate of entrance times

Mathematics Subject Classification ID

Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Abstract: For ergodic systems with generating partitions, the well known result of Ornstein and Weiss shows that the exponential growth rate of the recurrence time is almost surely equal to the metric entropy. Here we look at the exponential growth rate of entrance times, and show that it equals the entropy, where the convergence is in probability in the product measure. This is however under the assumptions that the limiting entrance times distribution exists almost surely. This condition looks natural in the light of an example by Shields in which the limsup in the exponential growth rate is infinite almost everywhere but where the limiting entrance times do not exist. We then also consider $phi$-mixing systems and prove a result connecting the R'enyi entropy to sums over the entrance times orbit segments.

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Cites work

• A Note on the Ergodic Theorem of Information Theory
• Entropy and data compression schemes
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• Hitting and return times in ergodic dynamical systems
• Pressure and recurrence
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Cited in

(3)

• Entry time statistics to different shrinking sets
• Rényi entropy and recurrence
• The Rényi entropy function and the large deviation of short return times

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