Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2008-09-08
Physics
Condensed Matter
Statistical Mechanics
v2: modifications to the numerical part and minor other changes
Scientific paper
We numerically test the method of non-sequential recursive pair substitutions to estimate the entropy of an ergodic source. We compare its performance with other classical methods to estimate the entropy (empirical frequencies, return times, Lyapunov exponent). We considered as a benchmark for the methods several systems with different statistical properties: renewal processes, dynamical systems provided and not provided with a Markov partition, slow or fast decay of correlations. Most experiments are supported by rigorous mathematical results, which are explained in the paper.
Calcagnile Lucio M.
Galatolo Stefano
Menconi Giulia
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