Exit-time approach to epsilon-entropy.
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.
Abel
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M
Department of Physics and INFM, University of Rome "La Sapienza," Piazzale Aldo Moro 2, I-00185 Roma, Italy.
Biferale
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L
Cencini
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Falcioni
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Vergni
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D
Vulpiani
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A