Non-sequential recursive pair substitutions and numerical entropy estimates in symbolic dynamical systems

DOI10.1007/S00332-010-9071-0MaRDI QIDQ625629zbMATH OpenOpenAlexFDO

Authors Lucio M. Calcagnile, Stefano Galatolo, Giulia Menconi

Publication date 25 February 2011

Published in Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.1342

zbMATH Keywords

entropyergodic sourcenon-sequential recursive pair substitutions

Mathematics Subject Classification ID

Symbolic dynamics (37B10) Topological entropy (37B40) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Abstract: We numerically test the method of non-sequential recursive pair substitutions to estimate the entropy of an ergodic source. We compare its performance with other classical methods to estimate the entropy (empirical frequencies, return times, Lyapunov exponent). We considered as a benchmark for the methods several systems with different statistical properties: renewal processes, dynamical systems provided and not provided with a Markov partition, slow or fast decay of correlations. Most experiments are supported by rigorous mathematical results, which are explained in the paper.

Review text

\textit{D. Benedetto}, \textit{E. Caglioti} and \textit{D. Gabrielli} showed in [``Non-sequential recursive pair substitution: some rigorous results, J. Stat. Mech. Theory Exp. 2006, No. 9, Paper P09011 (2006), \url{doi:10.1088/1742-5468/2006/09/P09011}]that the method of non-sequential recursive pair substitutions (NSRPS) can be used to calculate the entropy of an ergodic source. In the present paper, the authors make computer simulations to compare the performance of this method with other classical methods of estimating the entropy (empirical frequencies, return times, and Lyapunov exponent). The tested symbolic sequences are codings of piecewise expanding maps, Lorenz-like maps, logistic maps, Manneville-Pomeau maps, of skew products, and sequences obtained from renewal processes. From these numerical experiments, the authors conclude that the method of NSRPS approximates the entropy value better than the other tested methods.

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Cited in

(6)

• Relative entropy via non-sequential recursive pair substitution
• scientific article; zbMATH DE number 4090422 (Why is no real title available?)
• Estimating entropy rate from censored symbolic time series: A test for time-irreversibility
• Transfer entropy on symbolic recurrences
• Non-sequential recursive pair substitution: some rigorous results
• Time-irreversibility test for random-length time series: the matching-time approach applied to DNA

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