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单词 MetricEntropy
释义

metric entropy


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

hμ(T,𝒫)=limnHμ(k=0n-1T-k𝒫),

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)=sup𝒫hμ(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 finitesub-σ-algebras of . Each finite sub-σ-algebra isgenerated 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 tothe σ-algebra 𝒫 generated by 𝒫, and denoted by hμ(T,𝒫).This simplifies the notation in some instances.

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更新时间:2025/5/4 23:29:09