Abstract
We study statistical properties of the Jensen-Shannon divergence D, which quantifies the difference between probability distributions, and which has been widely applied to analyses of symbolic sequences. We present three interpretations of D in the framework of statistical physics, information theory, and mathematical statistics, and obtain approximations of the mean, the variance, and the probability distribution of D in random, uncorrelated sequences. We present a segmentation method based on D that is able to segment a nonstationary symbolic sequence into stationary subsequences, and apply this method to DNA sequences, which are known to be nonstationary on a wide range of different length scales.
- Received 22 December 2000
DOI:https://doi.org/10.1103/PhysRevE.65.041905
©2002 American Physical Society