Distribution of mutual information

Henry D.I. Abarbanel, Naoki Masuda, M. I. Rabinovich*, Evren Tumer

*この研究の対応する著者

研究成果: Article査読

30 被引用数 (Scopus)

抄録

In the analysis of time series from nonlinear sources, mutual information (MI) is used as a nonlinear statistical criterion for the selection of an appropriate time delay in time delay reconstruction of the state space. MI is a statistic over the sets of sequences associated with the dynamical source, and we examine here the distribution of MI, thus going beyond the familiar analysis of its average alone. We give for the first time the distribution of MI for a standard, classical communications channel with Gaussian, additive white noise. For time series analysis of a dynamical system, we show how to determine the distribution of MI and discuss the implications for the use of average mutual information (AMI) in selecting time delays in phase space reconstruction.

本文言語English
ページ(範囲)368-373
ページ数6
ジャーナルPhysics Letters, Section A: General, Atomic and Solid State Physics
281
5-6
DOI
出版ステータスPublished - 2001 4 2
外部発表はい

ASJC Scopus subject areas

  • 物理学および天文学(全般)

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