Title :
Innovation and pattern entropy of stationary processes
Author :
Orlitsky, A. ; Santhanam, N.P. ; Viswanathan, K. ; Zhang, J.
Author_Institution :
Dept. of Electr. & Comput. Eng., UCSD, La Jolla, CA
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
Keywords :
binary sequences; data compression; entropy; random processes; finite-entropy stationary process; pattern entropy; process entropy rate; sequence entropy; stationary random process; Entropy; H infinity control; Hidden Markov models; Image coding; Image converters; Random processes; Speech; Technological innovation;
Conference_Titel :
Information Theory, 2005. ISIT 2005. Proceedings. International Symposium on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-9151-9
DOI :
10.1109/ISIT.2005.1523738
