Convergence of the K_ 2 entropy for random noises with power law spectra

DOI10.1016/0167-2789(91)90036-9MaRDI QIDQ753258zbMATHOpenAlexFDO

Authors R. Soj, Antonello Provenzale, Alfred R. Osborne

Publication date 1991

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-2789(91)90036-9

zbMATH Keywords

time seriescorrelation dimensionKolmogorov-Sinai invariant entropy

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Stationary stochastic processes (60G10) Dynamics induced by flows and semiflows (37C10) Applications of statistical mechanics to specific types of physical systems (82D99)

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Cited in

(8)

• Discriminating chaotic and stochastic dynamics through the permutation spectrum test
• Estimating the correlation dimension of an attractor from noisy and small datasets based on re-embedding
• Identification of deterministic chaos by an information-theoretic measure of the sensitive dependence on the initial conditions
• Information entropy as a basic building block of complexity theory
• Characterization of chaotic multiscale features on the time series of melt index in industrial propylene polymerization system
• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
• Multiscale dynamic analysis of blast furnace system based on intensive signal processing
• Testing for nonlinearity in time series: the method of surrogate data

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