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metric entropy
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(Definition)
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Let $(X,\mathscr{B},\mu)$ be a probability space, and $T\colon X\to X$ a measure-preserving transformation. The entropy of $T$ with respect to a finite measurable partition $\mathcal{P}$ is $$h_\mu(T,\mathcal{P})=\lim_{n\to\infty}H_\mu\left(\bigvee_{k=0}^{n-1} T^{-k}\mathcal{P}\right),$$ where $H_\mu$ is the entropy of a
partition and $\vee$ denotes the join of partitions. The above limit always exists, although it can be $+\infty$ The entropy of $T$ is then defined as $$h_\mu(T) = \sup_{\mathcal{P}} h_\mu(T,\mathcal{P}),$$ with the supremum taken over all finite measurable partitions. Sometimes $h_\mu(T)$ is called the metric or measure theoretic entropy of $T$ to
differentiate it from topological entropy.
Remarks.
- There is a natural correspondence between finite measurable partitions and finite sub-$\sigma$ algebras of $\mathscr{B}$ Each finite sub-$\sigma$ algebra is generated by a unique partition, and clearly each finite partition generates a finite $\sigma$ algebra. Because of this, sometimes $h_\mu(T,\mathcal{P})$ is called the entropy of $T$ with respect to the $\sigma$ algebra $\mathscr{P}$ generated by $\mathcal{P}$ and denoted by $h_\mu(T,\mathscr{P})$ This simplifies the notation in some instances.
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"metric entropy" is owned by Koro.
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(view preamble | get metadata)
| Other names: |
entropy, measure theoretic entropy |
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Cross-references: generates, generated by, differentiate, metric, supremum, limit, partitions, join, entropy of a partition, measurable partition, finite, measure-preserving transformation, probability space
There are 3 references to this entry.
This is version 3 of metric entropy, born on 2004-08-05, modified 2007-07-03.
Object id is 6077, canonical name is MetricEntropy.
Accessed 5519 times total.
Classification:
| AMS MSC: | 37A35 (Dynamical systems and ergodic theory :: Ergodic theory :: Entropy and other invariants, isomorphism, classification) | | | 28D20 (Measure and integration :: Measure-theoretic ergodic theory :: Entropy and other invariants) |
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Pending Errata and Addenda
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