Estimating entropy rate from censored symbolic time series: A test for time-irreversibility
From MaRDI portal
Publication:4983669
DOI10.1063/5.0032515zbMath1466.37065arXiv2009.11351OpenAlexW3120271665MaRDI QIDQ4983669
Cesar Maldonado, R. Salgado-García
Publication date: 26 April 2021
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.11351
Dynamical systems in biology (37N25) Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
Related Items (3)
Recurrence times, waiting times and universal entropy production estimators ⋮ Sorting ECGs by lag irreversibility ⋮ Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Non-sequential recursive pair substitutions and numerical entropy estimates in symbolic dynamical systems
- Time-reversed dynamical entropy and irreversibility in Markovian random processes
- How sampling reveals a process
- Sharp error terms for return time statistics under mixing conditions
- Dynamical systems II. Ergodic theory with applications to dynamical systems and statistical mechanics. Transl. from the Russian
- Asymptotic recurrence and waiting times for stationary processes
- The fluctuation theorem as a Gibbs property
- Mathematical theory of nonequilibrium steady states. On the frontier of probability and dynamical systems.
- Sharp error terms and necessary conditions for exponential hitting times in mixing processes.
- Entropy estimation and fluctuations of hitting and recurrence times for Gibbsian sources
- Nonequilibrium and irreversibility
- Convergence properties of functional estimates for discrete distributions
- Symbolic complexity for nucleotide sequences: a sign of the genome structure
- Concentration bounds for entropy estimation of one-dimensional Gibbs measures
- Some asymptotic properties of the entropy of a stationary ergodic data source with applications to data compression
- The Hausdorff Dimension of an Ergodic Invariant Measure for a Piecewise Monotonic Map of the Interval
- Entropy estimates of small data sets
- Repetition times for Gibbsian sources
- Entropy estimation of symbol sequences
- The distribution of the short-return function
- Fluctuation bounds for entropy production estimators in Gibbs measures
- A Note on Entropy Estimation
- Fluctuations in nonequilibrium statistical mechanics: models, mathematical theory, physical mechanisms
- Testing the irreversibility of a Gibbsian process via hitting and return times
This page was built for publication: Estimating entropy rate from censored symbolic time series: A test for time-irreversibility
