Related papers: Uniform continuity of entropy rate with respect to…
A plug-in estimator of entropy is the entropy of the distribution where probabilities of symbols or blocks have been replaced with their relative frequencies in the sample. Consistency and asymptotic unbiasedness of the plug-in estimator…
Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…
Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…
Let $X$ be a discrete random variable with support $S$ and $f : S \to S^\prime$ be a bijection. Then it is well-known that the entropy of $X$ is the same as the entropy of $f(X)$. This entropy preservation property has been well-utilized to…
Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer…
We consider the one-parameter family of interval maps arising from generalized continued fraction expansions known as alpha-continued fractions. For such maps, we perform a numerical study of the behaviour of metric entropy as a function of…
Given a topological dynamical system $(X,T)$, we study properties of the mean orbital pseudo-metric $\bar E$ defined by \[ \bar E(x,y)= \limsup_{n\to\infty } \min_{\sigma\in S_n}\frac{1}{n}\sum_{k=0}^{n-1}d(T^k(x),T^{\sigma(k)}(y)), \]…
In this paper, we examine the Renyi entropy rate of stationary ergodic processes. For a special class of stationary ergodic processes, we prove that the Renyi entropy rate always exists and can be polynomially approximated by its defining…
We consider the differential entropy of probability measures absolutely continuous with respect to a given $\sigma$-finite reference measure on an arbitrary measurable space. We state the asymptotic equipartition property in this general…
We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…
We define a uniformly behaved in ${\mathbb N}$ arithmetic sequence ${\bf a}$ and an ${\bf a}$-mean Lyapunov stable dynamical system $f$. We consider the time-average of a continuous function $\phi$ along the ${\bf a}$-orbit of $f$ up to…
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…
The first aims of this work are to endorse the advent of finitely additive set functions as equilibrium states and the possibility to replace the metric entropy by an upper semi-continuous map associated to a general variational principle.…
We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…
The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates…
We develop a Thermodynamic Formalism for bounded continuous potentials defined on the sequence space $X\equiv E^{\mathbb{N}}$, where $E$ is a general Borel standard space. In particular, we introduce meaningful concepts of entropy and…
From the analyticity properties of the equation governing infinitesimal perturbations, it is shown that all stability properties of spatially extended 1D systems can be derived from a single function that we call entropy potential since it…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
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…
We consider an infinite extension $K$ of a local field of zero characteristic which is a union of an increasing sequence of finite extensions. $K$ is equipped with an inductive limit topology; its conjugate $\bar{K}$ is a completion of $K$…