The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems

@inproceedings{Kennel2005ThePE,
  title={The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems},
  author={Jose M. Amigo Matthew B. Kennel and Ljupco Kocarev},
  year={2005}
}
  • Jose M. Amigo Matthew B. Kennel, Ljupco Kocarev
  • Published 2005
  • Mathematics, Physics
  • Abstract Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy rates—measures of new disorder per new observed value—are equal for ergodic finite-alphabet information sources (discrete-time stationary stochastic processes). With this result, we then prove that the same holds for deterministic dynamical systems defined by… CONTINUE READING

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