A family of geometrical entropies for stochastic processes in path space

DOI10.1016/0378-4371(92)90320-PMaRDI QIDQ686797zbMATH OpenOpenAlexFDO

Authors Guy Jumarie

Publication date 13 October 1993

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4371(92)90320-p

zbMATH Keywords

complexityfractalsgraph entropyinformational entropy of deterministic functionsLangevin equationrandom entropyShannon information theorystochastic process

Mathematics Subject Classification ID

Information theory (general) (94A15) Measures of information, entropy (94A17)

Review text

One can obtain a meaningful concept of informational entropy of deterministic functions as a direct consequence of Shannon information theory. When one applies this model to the trajectory generated by a stochastic process (for instance a process driven by a Langevin equation), one arrives at new concepts of random entropy and of graph entropy (different from path entropy via path integral) for measuring the amount of uncertainty involved in this random phenomenon. The consistency with Shannon theory is complete. Mainly these definitions are not a new modelling made for convenience, but rather are straightforward consequences of classical results; they are geometrical entropies directly related to the theory of fractals and complexity.

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Cites work

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Cited in

(6)

• Maximum entropy, information without probability and complex fractals. Classical and quantum approach
• Information dimension of stochastic processes on networks: relating entropy production to spectral properties
• scientific article; zbMATH DE number 176787 (Why is no real title available?)
• Entropy and complexity of a path in sub-Riemannian geometry
• Generalized entropy for random walks in regular networks and graphs as a super diffusion
• Quantifying the complexity of geodesic paths on curved statistical manifolds through information geometric entropies and Jacobi fields

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