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

Silvio M. Duarte Queiros
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Abstract

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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Silvio M. Duarte Queiros. 2009-01-22. On a comparative study between dependence scales determined by linear and non-linear measures. https://doi.org/10.1016/j.physd.2009.01.010

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