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Dynamics of the information entropy in random processes

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  • Yulmetyev, R.M.
  • Gafarov, F.M.

Abstract

The problem of the description of temporal evolution of the random variables in terms of the information (Shannon) entropy of correlation processes has been considered. The influence and important role of the two mutually dependent channels of the entropy alternation: correlation (creation or the generation of correlations) and anti-correlation (decay or the annihilation of correlation) have been discussed. The method developed is used for the analysis of chaotic dynamics of the long-range fluctuation in the short-time human memory.

Suggested Citation

  • Yulmetyev, R.M. & Gafarov, F.M., 1999. "Dynamics of the information entropy in random processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 273(3), pages 416-438.
  • Handle: RePEc:eee:phsmap:v:273:y:1999:i:3:p:416-438
    DOI: 10.1016/S0378-4371(99)00257-5
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    References listed on IDEAS

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    1. Yulmetyev, R.M. & Shurygin, V.Yu. & Yulmetyev, T.R., 1997. "Quasihydrodynamic approximation for memory functions in non-Markovian relaxation processes in condensed matter," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 242(3), pages 509-521.
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