Information Theory for Non-Stationary Processes with Stationary Increments

We describe how to analyze the wide class of non-stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability distributions. These ersatz versions of entropy, mutual infor...

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Detalles Bibliográficos
Autores principales: Granero-Belinchón, Carlos, Roux, Stéphane G., Garnier, Nicolas B.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514568/
http://dx.doi.org/10.3390/e21121223

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514568/
http://dx.doi.org/10.3390/e21121223

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