Kolmogorov-Sinai entropy

guillefix 4th November 2016 at 2:43pm
Dynamical system Entropy

also called metric or measure-theoretical entropy

Kolmogorov-Sinai entropy

See the related Topological entropy

For a Measure-theoretical dynamical system, the metric entropy of the system with respect to a partition α\alpha is defined to be the Entropy rate of the stochastic process resulting from the partition.

The metric entropy (aka (Kolmogorov–Sinai or measure-theoretical) is then the supremum of {the metric entropy with respect to α\alpha} over all finite partitions α\alpha.

Metric entropy provides the maximum average information per unit of time obtainable per unit of time, from the dynamical system.

See Amigo's book for details. He also gives a good example with the tent map.

Note his notation \vee refers to the join of two sigma-algebras. See here