Dynamical entropy for systems with stochastic perturbation

Abstract

Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the KS-entropy diverges we analyse the difference between the total entropy of a noisy system and the entropy of the noise itself. We show that this quantity is non negative and in the weak noise limit is conjectured to tend to the KS-entropy of the deterministic system. In particular, we consider one-dimensional systems with noise described by a finite-dimensional kernel, for which the Frobenius-Perron operator can be represented by a finite matrix.