metric entropy


Let (X,ℬ,μ) be a probability space, and T:X→X a measure-preserving transformationPlanetmathPlanetmath. The entropyPlanetmathPlanetmath of T with respect to a finite measurable partition 𝒫 is

hμ⁢(T,𝒫)=limn→∞⁡Hμ⁢(⋁k=0n-1T-k⁢𝒫),

where Hμ is the entropy of a partition and ∨ denotes the join of partitions. The above limit always exists, although it can be +∞. The entropy of T is then defined as

hμ⁢(T)=sup𝒫⁡hμ⁢(T,𝒫),

with the supremum taken over all finite measurable partitions. Sometimes hμ⁢(T) is called the metric or measure theoretic entropy of T, to differentiate it from topological entropy.

Remarks.

  1. 1.

    There is a natural correspondence between finite measurable partitions and finite sub-σ-algebras of ℬ. Each finite sub-σ-algebra is generated by a unique partition, and clearly each finite partition generates a finite σ-algebra. Because of this, sometimes hμ⁢(T,𝒫) is called the entropy of T with respect to the σ-algebra 𝒫 generated by 𝒫, and denoted by hμ⁢(T,𝒫). This simplifies the notation in some instances.

Title metric entropy
Canonical name MetricEntropy
Date of creation 2013-03-22 14:31:59
Last modified on 2013-03-22 14:31:59
Owner Koro (127)
Last modified by Koro (127)
Numerical id 6
Author Koro (127)
Entry type Definition
Classification msc 28D20
Classification msc 37A35
Synonym entropy
Synonym measure theoretic entropy