A rigorous formalism of information transfer between dynamical system components. I. Discrete mapping

Abstract

We put the concept of information transfer on a rigorous footing and establish for it a formalism within the framework of discrete maps. The resulting transfer measure possesses a property of directionality or transfer asymmetry as emphasized by Schreiber [T. Schreiber, Measuring information transfer, Phys. Rev. Lett. 85 (2) (2000) 461]; it also verifies the transfer measure for two-dimensional systems, which was obtained by Liang and Kleeman [X.S. Liang, R. Kleeman, Information transfer between dynamical system components, Phys. Rev. Lett. 95 (24) (2005) 244101] through a different avenue. Connections to classical formalisms are explored and applications presented. We find that, in the context of the baker transformation, there is always information flowing from the stretching direction to the folding direction, while no transfer occurs in the opposite direction; we also find that, within the Hénon map system, the transfer from the quadratic component to the linear component is of a simple form as expected on physical grounds. This latter result is unique to our formalism.