Markov and non-Markov processes in complex systems by the dynamical information entropy

被引：5

作者：

Yulmetyev, RM ^{[1
]}

Gafarov, FM ^{[1
]}

机构：

[1] Kazan State Pedag Univ, Dept Theoret Phys, Kazan 420021, Russia

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 1999年 / 274卷 / 1-2期

关键词：

complex systems; nonlinear phenomena; Markov and non-Markov processes; dynamical information entropy; creation and annihilation of correlation; application to psychology; cardiology; finance and ecology;

D O I：

10.1016/S0378-4371(99)00332-5

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence sand important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems:), chaotic dynamics of the parameters of financial markets and ecological systems. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：381 / 384

页数：4

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