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      Regularities unseen, randomness observed: levels of entropy convergence.

      Chaos (Woodbury, N.Y.)
      Markov Chains, Models, Statistical, Models, Theoretical, Nonlinear Dynamics, Stochastic Processes, Thermodynamics

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          Abstract

          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. To measure the difficulty of synchronization, we define the transient information and prove that, for Markov processes, it is related to the total uncertainty experienced while synchronizing to a process. One consequence of ignoring a process's structural properties is that the missed regularities are converted to apparent randomness. We demonstrate that this problem arises particularly for settings where one has access only to short measurement sequences. Numerically and analytically, we determine the Shannon entropy growth curve, and related quantities, for a range of stochastic and deterministic processes. We conclude by looking at the relationships between a process's entropy convergence behavior and its underlying computational structure.

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          Author and article information

          Journal
          12675408
          10.1063/1.1530990

          Chemistry
          Markov Chains,Models, Statistical,Models, Theoretical,Nonlinear Dynamics,Stochastic Processes,Thermodynamics

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