The algorithmic information content for randomly perturbed systems

DOI10.3934/DCDSB.2004.4.921MaRDI QIDQ1884250zbMATH OpenOpenAlexFDO

Authors Claudio Bonanno

Publication date 27 October 2004

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0309462

zbMATH Keywords

algorithmic information contentdynamical systemsKolmogorov-Sinai entropyrandom perturbationtime serieswhite noise

Mathematics Subject Classification ID

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) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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.

Review text

The aim of the present paper is to investigate estimates on the behaviour of the Kolmogorov-Sinai entropy relative to partition for randomly perturbed dynamical systems by some noise by using the entropy of the unperturbed system and a method introduced by \textit{F. Argenti, V. Benci, P. Cerrai, A. Cordelli, S. Gatacolo} and \textit{M. Menconi} [Chaos Solitons Fractals 13, 461--469 (2002; Zbl 1001.37013)] and by \textit{V. Benci, C. Bonanno, S. Galatolo, G. Menconi} and \textit{M. Virgilio} [Discrete Contin. Dyn. Syst., Ser. B 4, 935--960 (2004; Zbl 1058.94512)], related to the notion of Algorithmic Information Content (AIC). The main objective of the author's research is an extension of known results to study time series obtained by the observation of real systems (see equations (14) and (15) in subsection 5.3.).

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(2)

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