Entropy and nonlinear prediction

DOI10.1007/BF00533638MaRDI QIDQ3852879zbMATH OpenFDO

Authors Bruno Scarpellini

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00533638

zbMATH Keywords

entropy of a stationary stochastic processnonlinear prediction theory

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Measures of information, entropy (94A17)

Cites work

• Determination of the Spectrum of the Flow of Brownian Motion
• Ergodic theory and its significance for statistical mechanics and probability theory
• Ergodic theory on compact spaces
• Fourier analysis on dynamical systems
• Guessing the next output of a stationary process
• scientific article; zbMATH DE number 3146217 (Why is no real title available?)
• scientific article; zbMATH DE number 3463931 (Why is no real title available?)
• scientific article; zbMATH DE number 3513077 (Why is no real title available?)
• scientific article; zbMATH DE number 3522278 (Why is no real title available?)
• scientific article; zbMATH DE number 3584142 (Why is no real title available?)
• scientific article; zbMATH DE number 3280242 (Why is no real title available?)
• scientific article; zbMATH DE number 3050727 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• LECTURES ON THE ENTROPY THEORY OF MEASURE-PRESERVING TRANSFORMATIONS
• Predicting the future of functions on flows
• Stationary Processes and Prediction Theory. (AM-44)

Cited in

(4)

• On universal algorithms for classifying and predicting stationary processes
• Conditional expectations of stationary processes
• Time-asymmetric phenomena in biology
• Estimating the conditional expectations for continuous time stationary processes

This page was built for publication: Entropy and nonlinear prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3852879)