Measuring the complexity of continuous distributions

Abstract

We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. Given that the measures were based on Shannon's information, the novel continuous complexity measures describe how a system's predictability changes in terms of the probability distribution parameters. This allows us to calculate the complexity of phenomena for which distributions are known. We find that a broad range of common parameters found in Gaussian and scale-free distributions present high complexity values. We also explore the relationship between our measure of complexity and information adaptation.