scholarly journals Generalized Ordinal Patterns and the KS-Entropy

Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 1097
Author(s):  
Tim Gutjahr ◽  
Karsten Keller

Ordinal patterns classifying real vectors according to the order relations between their components are an interesting basic concept for determining the complexity of a measure-preserving dynamical system. In particular, as shown by C. Bandt, G. Keller and B. Pompe, the permutation entropy based on the probability distributions of such patterns is equal to Kolmogorov–Sinai entropy in simple one-dimensional systems. The general reason for this is that, roughly speaking, the system of ordinal patterns obtained for a real-valued “measuring arrangement” has high potential for separating orbits. Starting from a slightly different approach of A. Antoniouk, K. Keller and S. Maksymenko, we discuss the generalizations of ordinal patterns providing enough separation to determine the Kolmogorov–Sinai entropy. For defining these generalized ordinal patterns, the idea is to substitute the basic binary relation ≤ on the real numbers by another binary relation. Generalizing the former results of I. Stolz and K. Keller, we establish conditions that the binary relation and the dynamical system have to fulfill so that the obtained generalized ordinal patterns can be used for estimating the Kolmogorov–Sinai entropy.

Author(s):  
Frank S. Levin

Chapter 7 illustrates the results obtained by applying the Schrödinger equation to a simple pedagogical quantum system, the particle in a one-dimensional box. The wave functions are seen to be sine waves; their wavelengths are evaluated and used to calculate the quantized energies via the de Broglie relation. An energy-level diagram of some of the energies is constructed; on it are illustrations of the corresponding wave functions and probability distributions. The wave functions are seen to be either symmetric or antisymmetric about the midpoint of the line representing the box, thereby providing a lead-in to the later exploration of certain symmetry properties of multi-electron atoms. It is next pointed out that the Schrödinger equation for this system is identical to Newton’s equation describing the vibrations of a stretched musical string. The different meaning of the two solutions is discussed, as is the concept and structure of linear superpositions of them.


Entropy ◽  
2019 ◽  
Vol 21 (10) ◽  
pp. 1013 ◽  
Author(s):  
David Cuesta-Frau ◽  
Antonio Molina-Picó ◽  
Borja Vargas ◽  
Paula González

Many measures to quantify the nonlinear dynamics of a time series are based on estimating the probability of certain features from their relative frequencies. Once a normalised histogram of events is computed, a single result is usually derived. This process can be broadly viewed as a nonlinear I R n mapping into I R , where n is the number of bins in the histogram. However, this mapping might entail a loss of information that could be critical for time series classification purposes. In this respect, the present study assessed such impact using permutation entropy (PE) and a diverse set of time series. We first devised a method of generating synthetic sequences of ordinal patterns using hidden Markov models. This way, it was possible to control the histogram distribution and quantify its influence on classification results. Next, real body temperature records are also used to illustrate the same phenomenon. The experiments results confirmed the improved classification accuracy achieved using raw histogram data instead of the PE final values. Thus, this study can provide a very valuable guidance for the improvement of the discriminating capability not only of PE, but of many similar histogram-based measures.


2005 ◽  
Vol 15 (04) ◽  
pp. 1267-1284 ◽  
Author(s):  
V. AVRUTIN ◽  
M. SCHANZ

In this work a one-dimensional piecewise-smooth dynamical system, representing a Poincaré return map for dynamical systems of the Lorenz type, is investigated. The system shows a bifurcation scenario similar to the classical period-doubling one, but which is influenced by so-called border collision phenomena and denoted as border collision period-doubling bifurcation scenario. This scenario is formed by a sequence of pairs of bifurcations, whereby each pair consists of a border collision bifurcation and a pitchfork bifurcation. The mechanism leading to this scenario and its characteristic properties, like symmetry-breaking and symmetry-recovering as well as emergence of coexisting attractors, are investigated.


1999 ◽  
Vol 22 (1) ◽  
pp. 171-177 ◽  
Author(s):  
Dug Hun Hong ◽  
Seok Yoon Hwang

Let {Xij}be a double sequence of pairwise independent random variables. If P{|Xmn|≥t}≤P{|X|≥t}for all nonnegative real numbers tandE|X|p(log+|X|)3<∞, for1<p<2, then we prove that∑i=1m∑j=1n(Xij−EXij)(mn)1/p→0    a.s.   as  m∨n→∞.                                     (0.1)Under the weak condition ofE|X|plog+|X|<∞, it converges to 0inL1. And the results can be generalized to anr-dimensional array of random variables under the conditionsE|X|p(log+|X|)r+1<∞,E|X|p(log+|X|)r−1<∞, respectively, thus, extending Choi and Sung's result [1] of the one-dimensional case.


1991 ◽  
Vol 28 (04) ◽  
pp. 737-750 ◽  
Author(s):  
E. G. Coffman ◽  
P.-J. Courtois ◽  
E. N. Gilbert ◽  
Ph. Piret

The points of a graph G will form clusters as a result of a flow process. Initially, points i of G own resources xi which are i.i.d. random real numbers. Afterwards, resources flow between points, but always from a point to a neighbor that has accumulated a larger total resource. Thus points with small resource tend to lose it and points with large resource tend to gain. Eventually the flow stops with only two kinds of points, nulls with no resource left and absorbers with such large resource that no neighbor can take it. The final resource at an absorber is a sum of certain initial resources xi , and the corresponding points i form one cluster. Analytical results are obtainable when G is the chain of integer points on the line. Probability distributions are derived for the distance between consecutive absorbers and the size of a cluster. Indeed these distributions do not involve the given distribution for the xi. The Laplace transform of the distribution of final resources at absorbers is derived but the distribution itself is obtained by a simulation. For general graphs G only partial results are obtained.


2007 ◽  
Vol 17 (10) ◽  
pp. 3529-3533 ◽  
Author(s):  
SYUJI MIYAZAKI ◽  
YASUSHI NAGASHIMA

A directed network such as the WWW can be represented by a transition matrix. Comparing this matrix to a Frobenius–Perron matrix of a chaotic piecewise-linear one-dimensional map whose domain can be divided into Markov subintervals, we are able to relate the network structure itself to chaotic dynamics. Just like various large deviation properties of local expansion rates (finite-time Lyapunov exponents) related to chaotic dynamics, we can also discuss those properties of network structure.


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