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On the phase space approach to complexity |
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| Authors: | Hans C. Fogedby |
| Affiliation: | (1) Institute of Physics, University of Aarhus, 8000 Aarhus C, Denmark |
| Abstract: | We elaborate in some detail on a new phase space approach to complexity, due to Y.-C. Zhang. We show in particular that the connection between maximal complexity and power law noise or correlations can be derived from a simple variational principle. For a 1D signal we find 1/f noise, in accordance with Zhang. |
| Keywords: | Complexity phase space entropy signals probability distribution coarse graining reduction formula characteristic function Gaussian distribution power law noise variational principle 1/f noise |
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