Article,

Exit-Time Approach to $\epsilon$-Entropy

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Phys. Rev. Lett., 84 (26): 6002--6005 (June 2000)
DOI: 10.1103/PhysRevLett.84.6002

Abstract

An efficient approach to the calculation of the ε-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations are larger than a certain threshold ε, i.e., by looking at the exit-time statistics. The practical and theoretical advantages of our method with respect to the usual one are shown by the examples of a deterministic map and a self-affine stochastic process.

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