Innovation and pattern entropy of stationary processes

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

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

5 Citations (Scopus)

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 publicationIEEE International Symposium on Information Theory - Proceedings
Pages2203-2207
Number of pages5
Volume2005
DOIs
StatePublished - 2005
Externally publishedYes
Event2005 IEEE International Symposium on Information Theory, ISIT 05 - Adelaide, Australia
Duration: Sep 4 2005Sep 9 2005

Other

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

Fingerprint

Entropy
Innovation
Random processes

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Cite this

Orlilsky, A., Santhanam, N. P., Viswanalhan, K., & Zhang, J. (2005). Innovation and pattern entropy of stationary processes. In IEEE International Symposium on Information Theory - Proceedings (Vol. 2005, pp. 2203-2207). [1523738] https://doi.org/10.1109/ISIT.2005.1523738

Innovation and pattern entropy of stationary processes. / Orlilsky, A.; Santhanam, N. P.; Viswanalhan, K.; Zhang, Junan.

IEEE International Symposium on Information Theory - Proceedings. Vol. 2005 2005. p. 2203-2207 1523738.

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

Orlilsky, A, Santhanam, NP, Viswanalhan, K & Zhang, J 2005, Innovation and pattern entropy of stationary processes. in IEEE International Symposium on Information Theory - Proceedings. vol. 2005, 1523738, pp. 2203-2207, 2005 IEEE International Symposium on Information Theory, ISIT 05, Adelaide, Australia, 9/4/05. https://doi.org/10.1109/ISIT.2005.1523738
Orlilsky A, Santhanam NP, Viswanalhan K, Zhang J. Innovation and pattern entropy of stationary processes. In IEEE International Symposium on Information Theory - Proceedings. Vol. 2005. 2005. p. 2203-2207. 1523738 https://doi.org/10.1109/ISIT.2005.1523738
Orlilsky, A. ; Santhanam, N. P. ; Viswanalhan, K. ; Zhang, Junan. / Innovation and pattern entropy of stationary processes. IEEE International Symposium on Information Theory - Proceedings. Vol. 2005 2005. pp. 2203-2207
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