Dynamical systems and ergodic theory Definition
Kolmogorov–Sinai entropy
Builds on Probability spaceMeasure-preserving transformationPartition of a setRefinement of a partition
Definition
Let be a probability space and let be a measure-preserving transformation. A finite measurable partition is a finite partition of into sets of . Its entropy is with the convention . For partitions and , the join is the partition into the nonempty sets with and , their common refinement. Let be the partition into the sets with .
- The entropy of with respect to is
- The Kolmogorov–Sinai entropy of is , over all finite measurable partitions ; it lies in .
Remarks
The limit in clause 1 exists because the sequence is subadditive, .
Example: let on with Lebesgue measure, and . The join is the partition into the dyadic intervals of length , so its entropy is , and . This partition generates the Borel sets under , and the Kolmogorov–Sinai generator theorem gives .
Non-example of positive entropy: the identity map has , so for every , and . Rotations of the circle also have entropy .
Isomorphic systems have the same entropy. With the natural logarithm the unit is the nat; with 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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- no evidence level
- Measure-preserving transformation concept
- Partition of a set concept
- Probability space concept
- Refinement of a partition concept
- Kolmogorov–Sinai entropy definition
Further reading
About this page
| Tag | Y41SH8BJVT |
|---|---|
| URI | m2://Y41SH8BJVT |
| Kind | definition |
| Writing | W0 stub |
| MSC | 37A35, 28D20 |
| Defines | Kolmogorov–Sinai entropy |
| Uses | Probability space, Measure-preserving transformation, Partition of a set, Refinement of a partition |
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