title: Exit-time approach to epsilon-entropy.
abstract: An efficient approach to the calculation of the epsilon-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations are larger than a certain threshold epsilon, i.e., by looking at the exit-time statistics. The practical and theoretical advantages of our method with respect to the usual one are shown by the examples of a deterministic map and a self-affine stochastic process.
authors.affiliation: Department of Physics and INFM, University of Rome "La Sapienza," Piazzale Aldo Moro 2, I-00185 Roma, Italy.
authors.forename: M
authors.initials: M
authors.lastname: Abel
authors.forename: L
authors.initials: L
authors.lastname: Biferale
authors.forename: M
authors.initials: M
authors.lastname: Cencini
authors.forename: M
authors.initials: M
authors.lastname: Falcioni
authors.forename: D
authors.initials: D
authors.lastname: Vergni
authors.forename: A
authors.initials: A
authors.lastname: Vulpiani