On a comparative study between dependence scales determined by linear and non-linear measures

Details On a comparative study between dependence scales determined by linear and non-linear measures On a comparative study between dependence scales determined by linear and non-linear measures

2008-05-15

arxiv.org/abs/0805.2254v2

Physica D 238, 764-770 (2009)

Physics

Condensed Matter

Statistical Mechanics

14 pages. To appear in Physica D

Scientific paper

10.1016/j.physd.2009.01.010

In this manuscript we present a comparative study about the determination of the relaxation (\textit{i.e.}, independence) time scales obtained from the correlation function, the mutual information, and a criterion based on the evaluation of a nonextensive generalisation of mutual entropy. Our results show that, for systems with a small degree of complexity, standard mutual information and the criterion based on its nonextensive generalisation provide the same scale, whereas for systems with a higher complex dynamics the standard mutual information presents a time scale consistently smaller.

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