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Shannon entropy for stationary processes and dynamical systems
Published online by Cambridge University Press: 01 April 2008
Abstract
We consider stationary ergodic processes indexed by or whose finite-dimensional marginals have laws which are absolutely continuous with respect to Lebesgue measure. We define an entropy theory for these continuous processes, prove an analogue of the Shannon–MacMillan–Breiman theorem and study more precisely the particular example of Gaussian processes.
- Type
- Research Article
- Information
- Ergodic Theory and Dynamical Systems , Volume 28 , Issue 2: William Parry Memorial Volume , April 2008 , pp. 447 - 480
- Copyright
- Copyright © Cambridge University Press 2008
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