ON ENTROPY RATES OF DYNAMICAL-SYSTEMS AND GAUSSIAN-PROCESSES

The possibility of a relation between the Kolmogorov-Sinai entropy of a dynamical system and the entropy rate of a Gaussian process isospect ral to time series generated by the dynamical system is numerically in vestigated using discrete and continuous chaotic dynamical systems. Th e results suggest that such a relation as a nonlinear one-to-one funct ion may exist when the Kolmogorov-Sinai entropy varies smoothly with v ariations of the system parameters, but is broken in critical states n ear bifurcation points.