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Entropy 2013, 15(2), 524-543; doi:10.3390/e15020524
Article

On Thermodynamic Interpretation of Transfer Entropy

1,2,* , 1
 and 3
Received: 16 November 2012; in revised form: 16 January 2013 / Accepted: 28 January 2013 / Published: 1 February 2013
(This article belongs to the Special Issue Transfer Entropy)
Download PDF [324 KB, uploaded 1 February 2013]
Abstract: We propose a thermodynamic interpretation of transfer entropy near equilibrium, using a specialised Boltzmann’s principle. The approach relates conditional probabilities to the probabilities of the corresponding state transitions. This in turn characterises transfer entropy as a difference of two entropy rates: the rate for a resultant transition and another rate for a possibly irreversible transition within the system affected by an additional source. We then show that this difference, the local transfer entropy, is proportional to the external entropy production, possibly due to irreversibility. Near equilibrium, transfer entropy is also interpreted as the difference in equilibrium stabilities with respect to two scenarios: a default case and the case with an additional source. Finally, we demonstrated that such a thermodynamic treatment is not applicable to information flow, a measure of causal effect.
Keywords: transfer entropy; information transfer; entropy production; irreversibility; Kullback–Leibler divergence; thermodynamic equilibrium; Boltzmann’s principle; causal effect transfer entropy; information transfer; entropy production; irreversibility; Kullback–Leibler divergence; thermodynamic equilibrium; Boltzmann’s principle; causal effect
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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MDPI and ACS Style

Prokopenko, M.; Lizier, J.T.; Price, D.C. On Thermodynamic Interpretation of Transfer Entropy. Entropy 2013, 15, 524-543.

AMA Style

Prokopenko M, Lizier JT, Price DC. On Thermodynamic Interpretation of Transfer Entropy. Entropy. 2013; 15(2):524-543.

Chicago/Turabian Style

Prokopenko, Mikhail; Lizier, Joseph T.; Price, Don C. 2013. "On Thermodynamic Interpretation of Transfer Entropy." Entropy 15, no. 2: 524-543.


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