Regularities Unseen, Randomness Observed: Levels of Entropy Convergence
AbstractWe 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 a hierarchy of derivatives of Shannon entropy convergence. This leads, in turn, to natural measures of (i) apparent memory stored in a source and (ii) the amounts of information that must be extracted from observations of a source in order (a) for it to be optimally predicted and (b) 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 to a relatively few, short measurement sequences.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Santa Fe Institute in its series Working Papers with number 01-02-012.
Date of creation: Feb 2001
Date of revision:
Contact details of provider:
Postal: 1399 Hyde Park Road, Santa Fe, New Mexico 87501
Web page: http://www.santafe.edu/sfi/publications/working-papers.html
More information through EDIRC
This paper has been announced in the following NEP Reports:
- NEP-EVO-2001-07-17 (Evolutionary Economics)
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.