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.

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Cited in

(6)

• Time-irreversibility test for random-length time series: the matching-time approach applied to DNA
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• scientific article; zbMATH DE number 4090422 (Why is no real title available?)
• 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

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