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A new approach to irreversibility from maximum entropy estimation

โœ Scribed by M. Dutta; J. Sen Gupta

Book ID
112567532
Publisher
Springer
Year
1983
Tongue
English
Weight
262 KB
Volume
33
Category
Article
ISSN
0011-4626

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To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the u