TY - GEN

T1 - Innovation and pattern entropy of stationary processes

AU - Orlilsky, A.

AU - Santhanam, N. P.

AU - Viswanalhan, K.

AU - Zhang, J.

PY - 2005/12/1

Y1 - 2005/12/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=33746913339&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=33746913339&partnerID=8YFLogxK

U2 - 10.1109/ISIT.2005.1523738

DO - 10.1109/ISIT.2005.1523738

M3 - Conference contribution

AN - SCOPUS:33746913339

SN - 0780391519

SN - 9780780391512

T3 - IEEE International Symposium on Information Theory - Proceedings

SP - 2203

EP - 2207

BT - Proceedings of the 2005 IEEE International Symposium on Information Theory, ISIT 05

T2 - 2005 IEEE International Symposium on Information Theory, ISIT 05

Y2 - 4 September 2005 through 9 September 2005

ER -