Entropy in probability dynamical systems - NSTP060
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Last update: T_KPMS (03.05.2011)
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Last update: T_KPMS (03.05.2011)
To present the broadly used notion of entropy in the frame of the ergodic theory. |
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Last update: T_KPMS (03.05.2011)
K. Petersen: Ergodic Theory, Cambridge Univ. Press, 1983 P. Shields: The Ergodic Theory of Discrete Sample Path, Graduate Studies in Mathematics, AMS, 1996 |
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Last update: T_KPMS (03.05.2011)
Lecture. |
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Last update: T_KPMS (03.05.2011)
1. Probability (measure-theoretical) dynamical systems, finite-states stationary processes - definitions, examples, ergodicity, isomorfismus of probability dynamical systems, factorization 2. Entropy of the process, entropy of the system, strictly positive entropy - Kolmogorov property 3. Kolmogorov-Sinai theorem on generators, Shannon-McMillan-Breimann theorem 4. Recurrence, Ornstein-Weiss theorem, Lempel-Ziv algorithm for data compression |