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Kolmogorov-Sinai entropy is an invariant of measure-preserving actions of the group of integers that is central to classification theory. There are two recently developed invariants, sofic entropy and Rokhlin entropy, that generalize…

Dynamical Systems · Mathematics 2020-11-25 Lewis Bowen

In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…

Chaotic Dynamics · Physics 2015-03-10 Valentina A. Unakafova , Anton M. Unakafov , Karsten Keller

In this paper, we show that, under some technical assumptions, the Kolmogorov-Sinai entropy and the permutation entropy are equal for one-dimensional maps if there exists a countable partition of the domain of definition into intervals such…

Dynamical Systems · Mathematics 2018-08-03 Tim Gutjahr , Karsten Keller

Since Bandt et al. have shown that the permutation entropy and the Kolmogorov-Sinai entropy coincide for piecewise monotone interval maps, the relationship of both entropies for time-discrete dynamical systems is of a certain interest. The…

Chaotic Dynamics · Physics 2014-07-25 Karsten Keller , Anton M. Unakafov , Valentina A. Unakafova

In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…

Chaotic Dynamics · Physics 2014-07-22 Anton M. Unakafov , Karsten Keller

We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…

Dynamical Systems · Mathematics 2016-11-26 Christoph Kawan

For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…

Dynamical Systems · Mathematics 2016-06-02 Boris Gurevich

The Kolmogorov-Sinai entropy in the sense of Tsallis under Bernoulli shifts was obtained by Meson and Vericat [J. Math. Phys. 37, 4480(1996)]. In this paper, we propose a revised generalized Kolmogorov-Sinai-q entropy under Markov shifts.…

Chaotic Dynamics · Physics 2007-05-23 Qiang Liu , Shou-Li Peng

According to a previous conjecture, spatial and temporal Lyapunov exponents of chaotic extended systems can be obtained from derivatives of a suitable function: the entropy potential. The validity and the consequences of this hypothesis are…

chao-dyn · Physics 2009-10-30 Stefano Lepri , Antonio Politi , Alessandro Torcini

The entropy of a finite probability space $X$ measures the observable cardinality of large independent products $X^{\otimes n}$ of the probability space. If two probability spaces $X$ and $Y$ have the same entropy, there is an almost…

Metric Geometry · Mathematics 2017-06-19 Rostislav Matveev , Jacobus W. Portegies

Sofic entropy is an invariant for probability-preserving actions of sofic groups. It was introduced a few years ago by Lewis Bowen, and shown to extend the classical Kolmogorov-Sinai entropy from the setting of amenable groups. Some parts…

Dynamical Systems · Mathematics 2016-06-14 Tim Austin

In this paper we calculate Kolmogorov-Sinai entropy $h_M(S)$ of the generalized Markov shift associated with a contractive Markov system (CMS) \cite{Wer1} using the coding map constructed in \cite{Wer3}. We show that…

Dynamical Systems · Mathematics 2007-05-23 Ivan Werner

Since its origin in the thermodynamics of the 19th century, the concept of entropy has also permeated other fields of physics and mathematics, such as Classical and Quantum Statistical Mechanics, Information Theory, Probability Theory,…

Machine Learning · Statistics 2025-03-06 Salomé A. Sepúveda Fontaine , José M. Amigó

In the case of ergodicity much of the structure of a one-dimensional time-discrete dynamical system is already determined by its ordinal structure. We generally discuss this phenomenon by considering the distribution of ordinal patterns,…

Chaotic Dynamics · Physics 2015-05-13 Karsten Keller , Mathieu Sinn

The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…

Dynamical Systems · Mathematics 2017-10-19 Karsten Keller , Sergiy Maksymenko , Inga Stolz

This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…

Probability · Mathematics 2024-09-13 Pietro Caputo , Zongchen Chen , Yuzhou Gu , Yury Polyanskiy

For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…

Dynamical Systems · Mathematics 2014-08-08 B. Gurevich

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

In a recent paper, K.Keller has given a characterization of the Kolmogorov-Sinai entropy of a discrete-time measure-preserving dynamical system on the base of an increasing sequence of special partitions. These partitions are constructed…

Dynamical Systems · Mathematics 2017-10-19 Alexandra Antoniouk , Karsten Keller , Sergiy Maksymenko

A way to pose the entropic uncertainty principle for trace-preserving super-operators is presented. It is based on the notion of extremal unraveling of a super-operator. For given input state, different effects of each unraveling result in…

Quantum Physics · Physics 2015-05-19 Alexey E. Rastegin
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