On a comparative study between dependence scales determined by linear and non-linear measures
arXiv:0805.2254 · doi:10.1016/j.physd.2009.01.010
Abstract
In this manuscript we present a comparative study about the determination of the relaxation (\textit{i.e.}, independence) time scales obtained from the correlation function, the mutual information, and a criterion based on the evaluation of a nonextensive generalisation of mutual entropy. Our results show that, for systems with a small degree of complexity, standard mutual information and the criterion based on its nonextensive generalisation provide the same scale, whereas for systems with a higher complex dynamics the standard mutual information presents a time scale consistently smaller.
14 pages. To appear in Physica D