Entropy in subordination and filtering (Q5937983)
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scientific article; zbMATH DE number 1621323
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English | Entropy in subordination and filtering |
scientific article; zbMATH DE number 1621323 |
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Entropy in subordination and filtering (English)
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8 April 2002
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A stochastic model of transmitting random information at random time is given. In this model, the signal is observed as a random sampling according to an interesting stable stochastic process. Thus a subordinate stochastic process is given, which is a typical irreversible process. As the characteristic of this phenomenon the loss of entropy is observed.
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white noise
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subordination
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filtering
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