The algorithmic information content for randomly perturbed systems
From MaRDI portal
time seriesdynamical systemswhite noiseKolmogorov-Sinai entropyrandom perturbationalgorithmic information content
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Entropy and other invariants (28D20) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) White noise theory (60H40)
Abstract: In this paper we prove estimates on the behaviour of the Kolmogorov-Sinai entropy relative to a partition for randomly perturbed dynamical systems. Our estimates use the entropy for the unperturbed system and are obtained using the notion of Algorithmic Information Content. The main result is an extension of known results to study time series obtained by the observation of real systems.
Recommendations
- Random dynamical systems, entropies and information
- Algorithmic approach to dynamic information theory
- scientific article; zbMATH DE number 736618
- Information and dynamical systems: A concrete measurement on sporadic dynamics
- A statistical mechanical interpretation of algorithmic information theory
- Algorithmic information theory and its statistical mechanical interpretation
- A statistical mechanical interpretation of algorithmic information theory. III: Composite systems and fixed points
- Information rates of stochastically driven dynamic systems (Corresp.)
- Information, randomness and incompleteness. Papers on algorithmic information theory
- Computability and information in models of randomness and chaos
Cited in
(2)
This page was built for publication: The algorithmic information content for randomly perturbed systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1884250)
