Entropy in subordination and filtering (Q5937983)

From MaRDI portal
scientific article; zbMATH DE number 1621323
Language Label Description Also known as
English
Entropy in subordination and filtering
scientific article; zbMATH DE number 1621323

    Statements

    Entropy in subordination and filtering (English)
    0 references
    0 references
    0 references
    8 April 2002
    0 references
    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.
    0 references
    0 references
    white noise
    0 references
    subordination
    0 references
    filtering
    0 references