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St.Petersburg Mathematical Journal
St.Petersburg Mathematical Journal
ISSN: 1547-7371(e) ISSN: 1061-0022(p)
     

Statistical estimation of measure invariants

Author(s): E. A. Timofeev
Translated by: A. Plotkin
Original publication: Algebra i Analiz, tom 17 (2005), vypusk 3.
Journal: St. Petersburg Math. J. 17 (2006), 527-551.
MSC (2000): Primary 28A75, 62L20
Posted: March 21, 2006
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Abstract | References | Similar articles | Additional information

Abstract: New invariants of measures, called the $ \beta$-statentropy, are described. They are similar to the entropy and the $ HP$-spectrum for dimensions. The $ \beta$-statentropy admits construction of a statistical estimator calculated by $ n$ independent points distributed in accordance with a given measure. The accuracy of this estimator is $ \mathcal{O}(n^{-c})$, where $ c$ is some constant, and the complexity of calculation is $ \mathcal{O}(n^2)$.

It is shown that for an exact dimensional measure the 0-statentropy coincides with the Hausdorff dimension, and for a Markov measure the $ \beta$-statentropy coincides with the $ HP$-spectrum for dimensions.

An application of the $ \beta$-statentropy to finding the entropy and dimensional characteristics of dynamical systems is described.


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Additional Information:

E. A. Timofeev
Affiliation: Yaroslavl{'} State University, Sovetskaya Street 14, Yaroslavl{'} 150000, Russia
Email: tim@uniyar.ac.ru

DOI: 10.1090/S1061-0022-06-00919-8
PII: S 1061-0022(06)00919-8
Keywords: $\beta$-statentropy, statistical estimator, exact dimensional measure, Markov measure
Received by editor(s): 20/FEB/2004
Posted: March 21, 2006
Copyright of article: Copyright 2006, American Mathematical Society


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