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Published in:
2014 | OriginalPaper | Chapter
Autocorrelated Random Walks and Entropy
Authors : Rudolf Hanel, Stefan Thurner
Published in: ISCS 2013: Interdisciplinary Symposium on Complex Systems
Publisher: Springer Berlin Heidelberg
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Abstract
We show with two simple examples, one—an autocorrelated random walk, the other—an accelerated random walk, that two processes that are fundamentally different on a microscopical level, so different in fact that the two processes implement different types of entropic concepts, still can be indistinguishable from a probabilistic point of view, i.e. all finite moments of the two processes may coincide. The immediate consequence of this observation is that entropy primarily is a property associated with the structure of phase-space rather than a consequence of specific observable distribution functions.