{"paper":{"title":"A Development of Continuous-Time Transfer Entropy","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.IT","math.IT","math.ST","stat.TH"],"primary_cat":"math.PR","authors_text":"Christopher D. Edgar, Joshua N. Cooper","submitted_at":"2019-05-15T19:26:19Z","abstract_excerpt":"Transfer entropy (TE) was introduced by Schreiber in 2000 as a measurement of the predictive capacity of one stochastic process with respect to another. Originally stated for discrete time processes, we expand the theory in line with recent work of Spinney, Prokopenko, and Lizier to define TE for stochastic processes indexed over a compact interval taking values in a Polish state space. We provide a definition for continuous time TE using the Radon-Nikodym Theorem, random measures, and projective limits of probability spaces. As our main result, we provide necessary and sufficient conditions t"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1905.06406","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}