Search Results - subject:"statistical complexity"

Randomizing nonlinear maps via symbolic dynamics

De Micco, L.; González, C.M.; Larrondo, H.A.; Martin, M.T. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 14, pp. 3373-3383

form of the statistical complexity measure. Each statistical quantifier incorporates a different probability distribution …

Persistent link: https://www.econbiz.de/10011062888

Complexity analysis of the stock market

Park, Joongwoo Brian; Won Lee, Jeong; Yang, Jae-Suk; … - In: Physica A: Statistical Mechanics and its Applications 379 (2007) 1, pp. 179-187

1983 to April 2006 and by measuring the statistical complexities. It is found that both the statistical complexity and the …

Persistent link: https://www.econbiz.de/10011060451

Generalized statistical complexity measures: Geometrical and analytical properties

Martin, M.T.; Plastino, A.; Rosso, O.A. - In: Physica A: Statistical Mechanics and its Applications 369 (2006) 2, pp. 439-462

We discuss bounds on the values adopted by the generalized statistical complexity measures [M.T. Martin et al., Phys …

Persistent link: https://www.econbiz.de/10011063250

Intensive statistical complexity measure of pseudorandom number generators

Larrondo, H.A.; González, C.M.; Martín, M.T.; Plastino, A. - In: Physica A: Statistical Mechanics and its Applications 356 (2005) 1, pp. 133-138

A Statistical Complexity measure has been recently proposed to quantify the performance of chaotic Pseudorandom number …) consideration of an intensive statistical complexity (Physica A 334 (2004) 119), and (ii) following the prescription of Brand and …

Persistent link: https://www.econbiz.de/10011059122

Statistical complexity measure of pseudorandom bit generators

González, C.M.; Larrondo, H.A.; Rosso, O.A. - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 281-300

PRNGs. In a recent paper a new statistical complexity measure [Phys. Lett. A 311 (2003) 126] has been defined. Here we … randomness using different strategies. It is shown that the MPR statistical complexity measure is capable to quantify this …

Persistent link: https://www.econbiz.de/10011060335

Comments on ``Simple Measure for Complexity''

Crutchfield, James P.; Feldman, David P.; Shalizi, … - Santa Fe Institute - 1999

We critique the measure of complexity introduced by Shiner, Davison, and Landsberg in Ref. [1]. In particular, we point out that it is over-universal, in the sense that it has the same dependence on disorder for structurally distinct systems. We also point out a misinterpretation of a result...

Persistent link: https://www.econbiz.de/10005837725

Measures of Statistical Complexity: Why?

Feldman, David P.; Crutchfield, James P. - Santa Fe Institute - 1997

We review several statistical complexity measures proposed over the last decade and a half as general indicators of … of statistical complexity $C_{\rm LMC}$ that, like others, satisfies the ``boundary conditions'' of vanishing in the … no use as a measure of structure or memory. We conclude by suggesting that a useful ``statistical complexity'' must not …

Persistent link: https://www.econbiz.de/10005790921