Entropy of stochastic flows

Journal Article · Tue Jun 29 00:00:00 EDT 2010 · Sbornik. Mathematics

DOI:https://doi.org/10.1070/SM2010V201N05ABEH004086· OSTI ID:21418086

Dorogovtsev, Andrei A ^[1]

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1. Institute of Mathematics of Ukrainian National Academy of Sciences, Kiev (Ukraine)

For sets in a Hilbert space the concept of quadratic entropy is introduced. It is shown that this entropy is finite for the range of a stochastic flow of Brownian particles on R. This implies, in particular, the fact that the total time of the free travel in the Arratia flow of all particles that started from a bounded interval is finite. Bibliography: 10 titles.

• OSTI ID: 21418086
• Journal Information: Sbornik. Mathematics, Vol. 201, Issue 5; Other Information: DOI: 10.1070/SM2010v201n05ABEH004086; ISSN 1064-5616
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICAL METHODS AND COMPUTING
BIBLIOGRAPHIES
BROWNIAN MOVEMENT
ENTROPY
HILBERT SPACE
SET THEORY
STOCHASTIC PROCESSES
BANACH SPACE
DOCUMENT TYPES
MATHEMATICAL SPACE
MATHEMATICS
PHYSICAL PROPERTIES
SPACE
THERMODYNAMIC PROPERTIES