Exit-time approach to epsilon-entropy

An efficient approach to the calculation of the E-entropy is proposed. The method is based on the idea of looking at the information content of a stri ng nf data hv annalyzing the signal only nt thp instants when the fluctuati ons are larger than a certain threshold is an element of, i.e., by looking at the exit-time statistics. The practical and theoretical advantages of ou r method with respect to the usual one are shown by the examples of a deter ministic map and a self-affine stochastic process.