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The Past and the Future in the Present
Published 2 Dec 2010 in nlin.CD, cs.IT, math.DS, math.IT, math.ST, and stat.TH | (1012.0356v1)
Abstract: We show how the shared information between the past and future---the excess entropy---derives from the components of directional information stored in the present---the predictive and retrodictive causal states. A detailed proof allows us to highlight a number of the subtle problems in estimation and analysis that impede accurate calculation of the excess entropy.
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