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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:
New invariants of measures, called the -statentropy, are described. They are similar to the entropy and the -spectrum for dimensions. The -statentropy admits construction of a statistical estimator calculated by independent points distributed in accordance with a given measure. The accuracy of this estimator is , where is some constant, and the complexity of calculation is . It is shown that for an exact dimensional measure the 0-statentropy coincides with the Hausdorff dimension, and for a Markov measure the -statentropy coincides with the -spectrum for dimensions. An application of the -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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