Innovation and pattern entropy of stationary processes

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

doi:10.1109/ISIT.2005.1523738

Innovation and pattern entropy of stationary processes

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

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English (US)
Title of host publication	Proceedings of the 2005 IEEE International Symposium on Information Theory, ISIT 05
Pages	2203-2207
Number of pages	5
DOIs	https://doi.org/10.1109/ISIT.2005.1523738
State	Published - 2005
Externally published	Yes
Event	2005 IEEE International Symposium on Information Theory, ISIT 05 - Adelaide, Australia Duration: Sep 4 2005 → Sep 9 2005

Publication series

Name	IEEE International Symposium on Information Theory - Proceedings
Volume	2005
ISSN (Print)	2157-8099

Other

Other	2005 IEEE International Symposium on Information Theory, ISIT 05
Country/Territory	Australia
City	Adelaide
Period	9/4/05 → 9/9/05

ASJC Scopus subject areas

Theoretical Computer Science
Information Systems
Modeling and Simulation
Applied Mathematics

Access to Document

10.1109/ISIT.2005.1523738

Cite this

Innovation and pattern entropy of stationary processes. / Orlilsky, A.; Santhanam, N. P.; Viswanalhan, K. et al.
Proceedings of the 2005 IEEE International Symposium on Information Theory, ISIT 05. 2005. p. 2203-2207 1523738 (IEEE International Symposium on Information Theory - Proceedings; Vol. 2005).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Orlilsky, A, Santhanam, NP, Viswanalhan, K & Zhang, J 2005, Innovation and pattern entropy of stationary processes. in Proceedings of the 2005 IEEE International Symposium on Information Theory, ISIT 05., 1523738, IEEE International Symposium on Information Theory - Proceedings, vol. 2005, 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

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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.

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Y2 - 4 September 2005 through 9 September 2005

ER -

Innovation and pattern entropy of stationary processes

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