Innovation and pattern entropy of stationary processes

A. Orlilsky, N. P. Santhanam, K. Viswanalhan, J. Zhang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

We obtain bounds on the probability that the n′th variable in a stationary random process differs from all previous ones, and use it to show that the pattern entropy rate of any finite-entropy stationary process equals the process entropy rate. In the particular case of i.i.d. processes we also bound the speed at which the per-symbol pattern entropy converges to the sequence entropy.

Original languageEnglish (US)
Title of host publicationProceedings of the 2005 IEEE International Symposium on Information Theory, ISIT 05
Pages2203-2207
Number of pages5
DOIs
StatePublished - Dec 1 2005
Event2005 IEEE International Symposium on Information Theory, ISIT 05 - Adelaide, Australia
Duration: Sep 4 2005Sep 9 2005

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2005
ISSN (Print)2157-8099

Other

Other2005 IEEE International Symposium on Information Theory, ISIT 05
CountryAustralia
CityAdelaide
Period9/4/059/9/05

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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