Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2001-02-09
Physics
Condensed Matter
Statistical Mechanics
35 pages, 21 fgures, Santa Fe Institute Working Paper 01-02-012
Scientific paper
We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to stochastic and deterministic processes by using successive derivatives of the Shannon entropy growth curve. This leads, in turn, to natural measures of apparent memory stored in a source and the amounts of information that must be extracted from observations of a source in order for it to be optimally predicted and for an observer to synchronize to it. One consequence of ignoring these structural properties is that the missed regularities are converted to apparent randomness. We demonstrate that this problem arises particularly for small data sets; e.g., in settings where one has access only to short measurement sequences.
Crutchfield James P.
Feldman David P.
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