ADK Entropy and ADK Entropy Rate in Irreducible-Aperiodic Markov Chain and Gaussian Processes

被引：0

作者：

Khodabin, Morteza ^{[1
]}

机构：

[1] Islamic Azad Univ, Karaj Branch, Dept Math, Karaj, Iran

来源：

JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2010年 / 9卷 / 02期

关键词：

ADK entropy; ADK entropy rate; gaussian process; Markov chain; Renyi entropy; Renyi entropy rate; Shannon entropy; Shannon entropy rate; spectral density function; stationary process;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, the two parameter ADK entropy, as a generalized of Re'nyi entropy, is considered and some properties of it, are investigated. We will see that the ADK entropy for continuous random variables is invariant under a location and is not invariant under a scale transformation of the random variable. Furthermore, the joint ADK entropy, conditional ADK entropy, and chain rule of this entropy is discussed. The ADK entropy rate is defined and is used for deriving the entropy rate of stationary Gaussian processes and an irreducible-aperiodic Markov chain.

引用

页码：115 / 126

页数：12

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