Permutation complexity via duality between values and orderings

DOI10.1016/J.PHYSD.2011.05.019zbMATH Open1223.37012arXiv1112.2475OpenAlexW2054417760MaRDI QIDQ720701FDOQ720701

Authors: Taichi Haruna, Kohei Nakajima 

Publication date: 11 October 2011

Published in: Physica D (Search for Journal in Brave)

Abstract: We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of all permutations of the same length. Second, on this basis, we give an elementary alternative proof of the equality between the permutation entropy rate and the entropy rate for a finite-state stationary stochastic processes first proved in [Amigo, J.M., Kennel, M. B., Kocarev, L., 2005. Physica D 210, 77-95]. Third, we show that further information on the relationship between the structure of values and the structure of orderings for finite-state stationary stochastic processes beyond the entropy rate can be obtained from the established duality. In particular, we prove that the permutation excess entropy is equal to the excess entropy, which is a measure of global correlation present in a stationary stochastic process, for finite-state stationary ergodic Markov processes.

Full work available at URL: https://arxiv.org/abs/1112.2475

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zbMATH Keywords

dualitypermutation entropyexcess entropystationary stochastic processesergodic Markov processes

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) Symbolic dynamics (37B10)

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Cited In (9)

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• Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes
• Partially ordered permutation entropies
• Permutation complexity via duality between values and orderings
• On the relation of KS entropy and permutation entropy
• Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
• Complexity of couplings in multivariate time series via ordinal persistent homology

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