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There is no closed form analytical equation or quick method to calculateprobabilities based only on the entropy of a signal or process. Except in thecases where there are constraints on the state probabilities, one musttypically derive the underlying probabilities through search algorithms. Thesebecome more computationally expensive as entropies of higher orders areinvestigated. In this paper, a method to calculate a joint probability matrixbased on the entropy for any order is elaborated. With this method, only firstorder entropies need to be successfully calculated while the others are derivedvia multiplicative cascades.

A rapid algorithm to calculate joint probability matrices for joint entropies of arbitrary order