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

DOI10.1007/S00332-010-9071-0zbMATH Open1225.37088arXiv0809.1342OpenAlexW2034415062MaRDI QIDQ625629FDOQ625629

Authors: Lucio M. Calcagnile, Stefano Galatolo, Giulia Menconi 

Publication date: 25 February 2011

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

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.

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

Recommendations

• Relative entropy via non-sequential recursive pair substitution
• Non-sequential recursive pair substitution: some rigorous results
• scientific article; zbMATH DE number 4090422
• Entropy estimation of symbol sequences
• Scaling behaviour of entropy estimates

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)

Cites Work

• On Entropy and Generators of Measure-Preserving Transformations
• Title not available (Why is that?)
• The metric entropy of diffeomorphisms. I: Characterization of measures satisfying Pesin's entropy formula
• On the syntactic structure of protein sequences and the concept of grammar complexity
• How sampling reveals a process
• Dynamical systems and computable information
• The Hausdorff Dimension of an Ergodic Invariant Measure for a Piecewise Monotonic Map of the Interval
• On mixing properties of compact group extensions of hyperbolic systems
• Estimating the entropy of binary time series: methodology, some theory and a simulation study
• IMPROVED CORRELATION DIMENSION CALCULATION
• On grammars, complexity, and information measures of biological macromolecules
• Entropy estimates of small data sets
• Title not available (Why is that?)
• Local dimension of ergodic measures for two-dimensional Lorenz transformations

Cited In (6)

• Time-irreversibility test for random-length time series: the matching-time approach applied to DNA
• Non-sequential recursive pair substitution: some rigorous results
• Title not available (Why is that?)
• Relative entropy via non-sequential recursive pair substitution
• Estimating entropy rate from censored symbolic time series: A test for time-irreversibility
• Transfer entropy on symbolic recurrences

This page was built for publication: Non-sequential recursive pair substitutions and numerical entropy estimates in symbolic dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q625629)