Wahl, Benjamin and Feudel, Ulrike and Hlinka, Jaroslav and Wächter, Matthias and Peinke, Joachim and Freund, Jan A. (2019) Residual Predictive Information Flow in the Tight Coupling Limit: Analytic Insights from a Minimalistic Model. Entropy, 21 (10). p. 1010. ISSN 1099-4300

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In a coupled system, predictive information flows from the causing to the caused variable. The amount of transferred predictive information can be quantified through the use of transfer entropy or, for Gaussian variables, equivalently via Granger causality. It is natural to expect and has been repeatedly observed that a tight coupling does not permit to reconstruct a causal connection between causing and caused variables. Here, we show that for a model of interacting social groups, carried from the master equation to the Fokker–Planck level, a residual predictive information flow can remain for a pair of uni-directionally coupled variables even in the limit of infinite coupling strength. We trace this phenomenon back to the question of how the synchronizing force and the noise strength scale with the coupling strength. A simplified model description allows us to derive analytic expressions that fully elucidate the interplay between deterministic and stochastic model parts.

Item Type: Article
Additional Information: Publiziert mit Hilfe des DFG-geförderten Open Access-Publikationsfonds der Carl von Ossietzky Universität Oldenburg.
Uncontrolled Keywords: time series, information transfer, causality
Subjects: Science and mathematics > Physics
Science and mathematics > Chemistry
Science and mathematics > Earth sciences and geology
Divisions: Faculty of Mathematics and Science > Institute for Chemistry and Biology of the Marine Environment (ICBM)
Date Deposited: 19 Mar 2020 14:08
Last Modified: 19 Mar 2020 14:08
URI: https://oops.uni-oldenburg.de/id/eprint/4524
URN: urn:nbn:de:gbv:715-oops-46053
DOI: 10.3390/e21101010

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