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Dynamical entropy for systems with stochastic perturbation

Andrzej Ostruszka·Prot Pakonski·Wojciech Slomczynski·Karol Zyczkowski
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Abstract

Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the KS-entropy diverges we analyse the difference between the total entropy of a noisy system and the entropy of the noise itself. We show that this quantity is non negative and in the weak noise limit is conjectured to tend to the KS-entropy of the deterministic system. In particular, we consider one-dimensional systems with noise described by a finite-dimensional kernel, for which the Frobenius-Perron operator can be represented by a finite matrix.

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BibTeXRIS

Andrzej Ostruszka, Prot Pakonski, Wojciech Slomczynski, Karol Zyczkowski. 2000-03-13. Dynamical entropy for systems with stochastic perturbation. https://doi.org/10.1103/physreve.62.2018

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