Entropy of a stationary process and entropy of a shift transformation in its sample space
- Autores: Gurevich B.M.1,2
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Afiliações:
- Kharkevich Institute for Information Transmission Problems
- Lomonosov Moscow State University
- Edição: Volume 53, Nº 2 (2017)
- Páginas: 103-113
- Seção: Information Theory
- URL: https://journal-vniispk.ru/0032-9460/article/view/166371
- DOI: https://doi.org/10.1134/S0032946017020016
- ID: 166371
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Resumo
We construct a class of non-Markov discrete-time stationary random processes with countably many states for which the entropy of the one-dimensional distribution is infinite, while the conditional entropy of the “present” given the “past” is finite and coincides with the metric entropy of a shift transformation in the sample space. Previously, such situation was observed in the case of Markov processes only.
Sobre autores
B. Gurevich
Kharkevich Institute for Information Transmission Problems; Lomonosov Moscow State University
Autor responsável pela correspondência
Email: bmgbmg2@gmail.com
Rússia, Moscow; Moscow
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