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Dynamical systems and ergodic theory Definition

Kolmogorov–Sinai entropy

Builds on Probability spaceMeasure-preserving transformationPartition of a setRefinement of a partition

Definition

Let (X,ℬ,μ)(X, \mathcal{B}, \mu) be a probability space and let T ⁣:X→XT \colon X \to X be a measure-preserving transformation. A finite measurable partition is a finite partition 𝒫\mathcal{P} of XX into sets of ℬ\mathcal{B}. Its entropy is H(𝒫)=−∑P∈𝒫μ(P)log⁡μ(P),H(\mathcal{P}) = -\sum_{P \in \mathcal{P}} \mu(P) \log \mu(P), with the convention 0log⁡0=00 \log 0 = 0. For partitions 𝒫\mathcal{P} and 𝒬\mathcal{Q}, the join 𝒫∨𝒬\mathcal{P} \vee \mathcal{Q} is the partition into the nonempty sets P∩QP \cap Q with P∈𝒫P \in \mathcal{P} and Q∈𝒬Q \in \mathcal{Q}, their common refinement. Let T−i𝒫T^{-i}\mathcal{P} be the partition into the sets T−iPT^{-i}P with P∈𝒫P \in \mathcal{P}.

  1. The entropy of TT with respect to 𝒫\mathcal{P} is h(T,𝒫)=lim⁡n→∞1nH(⋁i=0n−1T−i𝒫).h(T, \mathcal{P}) = \lim_{n \to \infty} \frac{1}{n} H\Big(\bigvee_{i=0}^{n-1} T^{-i} \mathcal{P}\Big).
  2. The Kolmogorov–Sinai entropy of TT is hμ(T)=sup⁡𝒫h(T,𝒫)h_\mu(T) = \sup_{\mathcal{P}} h(T, \mathcal{P}), over all finite measurable partitions 𝒫\mathcal{P}; it lies in [0,∞][0, \infty].

Remarks

The limit in clause 1 exists because the sequence an=H(⋁i=0n−1T−i𝒫)a_n = H(\bigvee_{i=0}^{n-1} T^{-i} \mathcal{P}) is subadditive, am+n≤am+ana_{m+n} \le a_m + a_n.

Example: let T(x)=2x mod 1T(x) = 2x \bmod 1 on [0,1)[0,1) with Lebesgue measure, and 𝒫={[0,1/2),[1/2,1)}\mathcal{P} = \set{[0, 1/2), [1/2, 1)}. The join ⋁i=0n−1T−i𝒫\bigvee_{i=0}^{n-1} T^{-i} \mathcal{P} is the partition into the 2n2^n dyadic intervals of length 2−n2^{-n}, so its entropy is nlog⁡2n \log 2, and h(T,𝒫)=log⁡2h(T, \mathcal{P}) = \log 2. This partition generates the Borel sets under TT, and the Kolmogorov–Sinai generator theorem gives hμ(T)=log⁡2h_\mu(T) = \log 2.

Non-example of positive entropy: the identity map has ⋁i=0n−1T−i𝒫=𝒫\bigvee_{i=0}^{n-1} T^{-i} \mathcal{P} = \mathcal{P}, so h(T,𝒫)=lim⁡H(𝒫)/n=0h(T, \mathcal{P}) = \lim H(\mathcal{P})/n = 0 for every 𝒫\mathcal{P}, and hμ(id)=0h_\mu(\mathrm{id}) = 0. Rotations of the circle also have entropy 00.

Isomorphic systems have the same entropy. With the natural logarithm the unit is the nat; with log⁡2\log_2 it is the bit.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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  1. Measure-preserving transformation concept
  2. Partition of a set concept
  3. Probability space concept
  4. Refinement of a partition concept
  5. Kolmogorov–Sinai entropy definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Measure-preserving_dynamical_system
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MSC37A35, 28D20
DefinesKolmogorov–Sinai entropy
UsesProbability space, Measure-preserving transformation, Partition of a set, Refinement of a partition

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